I know what you mean, pads are very uncomfortable. I didn't start wearing tampons until a couple years after my period. But I realized how much more comfortable they are! Almost as if they're not there. I would suggest trying the smallest tampon. Junior size I believe. It is kinda scary when you first try it, but trust me, it's nothing at all! Just push it up, not towards your back but towards your stomach. Also wear a very thin pad on your first time, just in case you leak with the tampon, and that will let you know you need a larger size. If it hurts to push it in, you are not wet enough, or you are using too large of a tampon. Also, don't put in a tampon right after a shower, wait about 15 minutes so you can get wet again.
Good luck, and just think, it's natural, and every woman does it. So there is nothing to worry about!
Quitters always lose, and winners never give up.