Sorry, I probably should have clarified. I can feel the pressure when it's in, and it was slightly painful when I moved around, but it was only really painful going in. (And coming back out, which I discovered after spending about half an hour in tears while trying to pull it out.) Considering that the tampon was full when I took it out and didn't leak at all, I'm assuming I did have it in correctly but just wasn't used to the feeling of having it in me.

Thanks for the suggestions! I'll try using lube next time I give it a try. If that doesn't make it any easier, I think I will bring it up with my doctor next time I see her. Maybe I'll write it down and show it to her, because I'm not sure how much confidence I have in myself to say the words out loud, haha.

Also, I think I was too vague in my first post, but if these details help, I've never actually had sex. I've tried with fingers and toys in the past, but that's never worked out too well for me. Even inserting one finger while masturbating is painful enough that it just kills the mood for me entirely. (TMI? I'm gonna hide under my covers now.)