Using a tampon for the first time can seem a little weird and scary, but it’s really nothing to worry about. The best time to try a tampon is mid-flow, when the vaginal lining is not too dry. Start with a plastic applicator for easier insertion, and use a little vaseline for lubrication if needed. Tampons can be worn for up to 8 hours at a time, but ideally should be changed about every 4 hours and should not be left in place overnight to avoid risk of infection (toxic shock syndrome.) During periods of heavy flow, you may need a pad or thin liner in addition to catch any overflow leaks.
Tampons are inserted into the vagina, which is NOT where urine comes out so you can urinate easily even with a tampon in- for a better idea of the anatomy take a look here.
Watch this video from Tampax or this video from Boston Children’s to learn the proper way to insert a tampon.
Here is another good article that reviews female anatomy and details how to easily insert a tampon from The Center for Young Women’s Health- this comprehensive website has terrific articles covering a wide array of young women’s issues.