How do I use a tampon properly?

I’m not new to periods, but I’ve always been a pad person. Recently I realised I should probably at least try tampons so I can use them for swimming etc. But I can’t get it in more than a couple of centimetres, which I know is nowhere near enough. What could I be doing wrong? It’s not vital that I get this to work but it’s really frustrating me and I’d like to sort it out.