so your doctor could insert a finger? You might just be really tense. Just relax as much as possible, I know it's hard to when your sticking a something foreign into your vagina for the first time
but it will help you alot. I have a hard time inserting tampons (even after 6 years) if I am dry. Like if I just took out a tampon, I have to wait about 2 hours before inserting another one. My periods are too light to keep inserting tampon after tampon. This might be your problem. Your tampon might be too large for your flow. Try different positions to insert it comfortably.
Hope I helped!