That's how I ended up using my first tampon too. It works great, don't worry!
Btw: Don't get a tampon that will swell bigger than you'd like. I darn near put finger prints in a porcelin toilet bowl trying to get the darn thing back out. Might be worth testing one in water first, to see what size it will go to.
you can go swimming the water will temporary stop your flow but only for a bit , if its a public pool or even a lake, ocean ect you should use a tampon just for sanitary reasons. If you have never used a tampon before it may feel weird at first but you get used to it pretty quick and then when you are done swimming you can go put a pad back on .