Tampon stuck on pink skin that's wrapped around it?

Hi, 

I'm 13 and I used a tampon for the first time today, but when I tried to take the tampon out it hurt a LOT. I checked and there was a band of pink skin that was wrapped around it, and the tampon was stuck around this band. It hurt/felt weird (in a bad way) when I tried to get it off with my fingers, but eventually I got it off. I'm on some sports teams and the girls usually wear leggings, so I don't want to wear a pad because whenever I do wear them with leggings, the shape and lining of it is extremely obvious and embarrassing. I want to wear a tampon again but I don't want it to get stuck while I'm trying to change it in school.