Desperately need advice

I’ve been given progesterone pessaries for this pregnancy and I am afraid to use them. I’ve never used tampons etc because I don’t like the thought of leaving something in there it makes me feel really uncomfortable and light headed I don’t know why. Do they come in different forms? I’m nervous to go back for my ultrasound next week and tell her that I haven’t used them because of this stupid fear. For context I’ve had previous children so I don’t understand where this fear comes from I know it’s ridiculous but I can’t help feeling light headed etc what do I do?!

I have been given them because I’ve had two previous losses and had spotting during this pregnancy up until a week ago