I had problems using tampax (i don't think I can even use it to this day)
i tried once the platex beyond (the purple ones for the light days) and they were so comfortable. For the heavy days you should use the other ones.
I really recommend using any kind of tampons that you can stand when you have to be outside your house. Pads are just so unconfortable and dirty. Ever since I wear tampons, I even forget I have my period.
Also it might be a matter of time. This is like when you first start wearing contacts or start driving. It takes practice.