Hello, Anon. Thank you for posting.
Sometimes tampons are inserted incorrectly (usually they're not in far enough) and they might feel weird. The fact that it hurt when you pulled it out is likely because tampons are designed to expand in your body. When you pull out a dry tampon that's only been in your vagina a short time, it can be uncomfortable. You might be taking it out too soon. Also, try to relax when inserting it and when taking it out. See if this helps. If not, at least for the remainder of this period, you might need to use pads.