The biggest thing is to relax though. If you're nervous about it you're likely tensing up. Take a few deep breaths and tell yourself it will be ok.

Wait until a heavier day to try for the first few times. Pulling out a mostly dry tampon is unpleasant. Some tampons are of different lengths, too. (Generic/cheaper one tend to be longer?) Buy a plastic applicator deal for the first time - cardboard and no applicator is more advanced skill. What you buy depends on your flow - if you soak heavier pads, you are looking at super for light days and super plus/ultra for the heaviest part, maybe even with a pad backup. You will find a brand that works, and will not want to switch unless there is a tampon shortage or some other issue. Playtex plastic applicator are nice to start. You will get to the point of doing this without thinking about it. Don't flush tampons - Packages used to say that it is was ok, but no longer do. Some toilets can't handle it, and you will likely clog, esp if multiple women are in the same situation. (They really need to come up with some better wrap for disposal when out - The thin wrap isn't good enough to contain a biohazard saturated cotton plug, but throwing it in the toilet out somewhere and risking that it wouldn't flush is also bad.)