I agree with all of the previous advice.
Just to add as a tip - i find that the angle you hold your body at (sitting or standing) can help/hinder a tampon going in. I'm not totally sure how to describe how i angle myself to make it easier for the tampon to go in. It kind of like a pelvic thrust for me.
Im sure you're not doing yourself any harm with lube. If you can;t get on with them after a while - just don't worry, stick to pads. there's no definitive answer.