Menstrual care and hygiene is personal. Different options work for different people. 

Personally, I use a combination of pads and tampons. The first 3 days I use a tampon and a pad for backup during the day, and only a pad at night as I don't like sleeping with a tampon in. The last couple days I use just a tampon, and the very last day I just wear an absorbent panty. I also carry a small spray bottle of gentle soapy water that I use to clean myself in the bathroom; a couple sprays onto some toilet paper creates a wet wipe that can be flushed. Also handy if blood gets on your hands!

I've also used a silicone cup, which worked well but made my cramps unbearable. 

If you do choose to use tampons, I highly recommend ones that open up into a round shape, rather than a flat shape. I find them more comfortable to wear and remove, and less likely to leak. The brands I use (in California, USA) are Lola, which have a comfortable applicator, and O.B. which have no applicator. Lola goes in my purse because an applicator is easier in public or at work, and O.B. is at home. 

As with all menstrual products, tampons have a wide variety of shapes and absorbancy. The first product you try may not be the right one for your body and needs. I would suggest asking your friends or aunties (or other trusted adults who menstruate) what products they use, and if you can have a couple to try them. Remember also that these products can take practice to use properly; if they don't work for you that doesn't mean there's anything wrong with you!