I hope this isn't too graphic, but this is what really helped me. When using an applicator, put it in until your fingers are practically touching.. well.. you, then push the tampon in. It can hurt/feel uncomfortable if you don't have it in all the way. After you take the applicator out, give the string a little tug. Also, I personally don't like the pearl tampons (I like the applicator, but hate how the tampons feel taking them out) so I always go with Platex Sport. Definitely start out with a regular or even a slim fit (Platex doesn't have slim, so I end up using the pearl slims anyways, lol).

Hope this helped!