The first time I used a tampon was unremarkable. I was going to a dance and my friend gave me one. I had about as much fun that night as I ever had at a school dance: none. But it did start a better life for me, full of tampons and menstruation fun.
My sister on the other hand has a better story. The first time she used a tampon she imagined it sucking up all the fluid in her body. She then threw up and got to stay home from school.
I wish that happened to me.