Tampon help!!!!

So I’m a dancer and I’m supposed to have my period the day I have a performance. Now my dance teacher doesn’t want us to wear anything under neath (leotard and tights), so I would need to wear a thong. It’s a skirt costume. Now I want to use a tampon instead of a pad so I can wear a thong. Only problem is tampons are super uncomfortable for me. I’m a virgin so idk if that affects anything. I can feel it down there no matter how hard I try to insert it farther, and the end of it kinda hurts. Any tips on how to make it more comfortable for me?