Why does it hurt to take out and put in a tampon?

It is only about my 2nd day of using tampons, and when i put it in, it hurts. Not like extremely bad though. Just feels.. weird. & yeah, kinda hurts. But once it's in, it's fine! I don't feel it or anything! & then when I go to take it out again, it hurts. & I do leave it in for quite a while & it's all soaked, so it's not like it's dry. Does it always hurt to put it in & take it out, or is it just because I'm still new at it? Will it get better with time?