Personally, I always had problems with tampons (I'm 25 now) and just kind of gave up on them. I now use them only when I have to (swimming, vigorous activity, etc.) and use pads the rest of the time.
First of all, despite trying various sizes and brands, I found that only certain types of tampons fit me well. No matter how much I inserted it, certain brands just DID NOT sit right inside me, and I would go to sit down on a chair and actually feel a pinch or pressure if I tilted my pelvis a certain way. Turns out my pelvis is slightly tilted, which was creating sort of an obstacle- the tampons were totally straight. I, on the other hand, was not.
I HATED the OB tampons because they didn't have an applicator- tried them, couldn't stand the mess factor (didn't matter how long I washed my hands, could still smell it on me), and didn't slide in as easily. I loved the silk glide plastic applicators; made it so much easier!!
I could only insert them properly if I had one leg flexed and propped up on the sink counter- toilet was too low for my body, and otherwise they pinched (If I didn't insert them high enough).
But the worst part was that even when I used the regular tampons (vs. the super absorbent), I ended up completely dry down there- no moisture whatsoever. It was ALL sucked up by the tampon, leaving me dry and itchy and feeling like I had a yeast infection. Ick.
I agree- see your doctor. There's no reason to be afraid to go to the GYN, and you're certainly at the right age to do it (I've been going since I was 16). Until you do, though, if you still want to use tampons, I suggest that you lie on your back with a mirror. Prop your upper body with pillows, grab a box of tampons, a mirror (the kind that stands up on its own is best, I think), and practice away.
Definitely schedule an appointment ASAP with a GYN; you should become comfortable with your body, especially if you're sexually active or considering becoming sexually active. Take care of yourself!! No pelvic exam is a carnival ride (if yours is, I must have your doctor's number immediately!!), but it's really, really not that bad. It's a little uncomfortable at first, but they're over really quickly, and it hurts a hell of a lot more to give blood or get a shot or fall down and scrape your knee or have a raging boil on your butt than get a pelvic exam. It's more embarrassing than anything, and even that can be taken in stride. Trust me, ya 'aint got nothin' they haven't seen.