For me, it was super difficult to insert tampons in the beginning. Using the applicator definitely eased the process – nowadays I can do it without but in my experience, I think it had something to do with the dryness/getting a feel for it. Fingers and the applicator don’t hurt. The tampon doesn’t hurt me when I use it at a later day into my period, when the flow is quite heavy. But if I use a tampon during the earlier, less heavy days, it still hurts sometimes 👀
It also helps make it more comfortable sometimes to hike your leg up on e.g. the edge of the bathtub when you’re inserting the tampon for an easier angle.