You shouldn't be able to feel the tampon inside of you, and it shouldn't be uncomfortable. If it's painful to sit down or walk around, something's gone wrong; usually it's that the tampon isn't far enough up the vagina. Insert your finger inside the vagina until you feel the tampon. Push slightly, then do another walking test. If it still hurts, you inserted it wrong. Pull that one out, and try again with a fresh one.