First, you don't have to be embarrassed about your period. It's natural! Half of the population has experienced it. It's such a silly taboo.
Second, when I first started using tampons it was easiest to lay on my back with my knees apart and working from there. Not super practical in public, but it made it super easy to learn! After a couple times it becomes MUCH easier to do it in different positions.
I have a really hard time with it too. Just make sure you're relaxing and tilting the tampon away from yourself when inserting it.
Hi! I am 15 and I've been in your shoes before. It was quite terrifying... just the thought of it! Honestly, it is not painful at all. I would just play around with it until you find where to insert it. Also, when you find where to insert it, if you angle it towards you a little bit (I know it sounds weird) it will go in much easier. The worst part is pulling it out, which isn't even bad. It just feels weird. Good luck! Periods are so much easier once you use tampons.