Tampons

So I used a tampon for the first time and successfully got it in after a lot of practice, and once it was in I took it out like immediately because o freaked myself out. It hurt so bad I wanted to cry. There wasn’t any blood on it because it was in for like 10 seconds so is that why it hurt because it was dry? Also when using the applicator do you push the tampon part in when your fingers touch your skin or before that?