Take a mirror and look. You should be able to see a bloody red edge or tear if it is was your hymen.
A tampon is a pretty dry thing. Pushing it in when you are not flowing, or pulling it out dry is very uncomfortable and can be painful. The tampon will absorb all fluid between it and your vaginal wall. So it is almost like a carpet burn when you pull it out.
Use a bit of personal lubricant (water or silicone based) when you practice.