New to tampons

Hi girls! I started depo 2 years ago and my period completely stopped. I recently got off of it and I’ve gotten my period back. I always used pads before, but I hate the feeling now.

Especially after I was at the beach and got my period. I borrowed a tampon from a friend temporarily to swim. It was great because it didn’t feel like I was on my period. I just would like some advice one what are the better tampons especially for newbies and how do I know if I put it in right? Help please!