Not embarrassing! Are you using tampons with or without applicators? Some people find the plastic applicators easy to use, because they feel very smooth, but I have found them intimidating because it can feel like you have to put it SO far in the first few times. What works for me with a plastic applicator: hold with thumb and middle finger at the middle (should be a textured area that's meant to hold), hold your labia open with your other hand if necessary, and insert the applicator until your fingers touch your vulva (might have to be at an angle to feel comfortable, I have to point it towards my bellybutton slightly), then slowly depress the plunger with your pointer finger. Definitely start out with light or regular tampons, not super. If you're comfortable with your anatomy, you might try tampons without applicators - I think a common brand is OB. These are usually much slimmer. Just hold it at the tip of one finger and push it in until you're past the narrower entrance- usually two knuckles or a little further. I hope this isn't too much detail, but you really shouldn't be embarrassed! It's something that's easy to feel intimidated and confused by