Pulling tampon out before its saturated?

Ok so I started using tampons awhile ago and I'm not fully used to it but I'm smart enough to get the gist. I've put it in a few times and had it not go in fully. I try to push it further in as advised because I know youre not supposed to feel it when its in right. But it just doesnt really do anything. So i pull it out, not knowing what else to do to stop the discomfort. It hurts like **** because its not soaked and my muscles are trying to keep it in place...and the tampon sort of falls apart a little bit...i know the bits will come out because the cleans itself. My real question is does this damage the lining of my in any way...or worse yet, break my (whatever that thing is called that breaks when you have )? This is a kinda awkward question, but...???