Tampons are made out of cotton, or a cotton-rayon blend, and are used to absorb the flow of menstrual blood by being inserted into the vagina, right up near the cervix, where they sit without discomfort.
The tampon slowly (or if the flow is heavy, quickly) fills up with blood, and when the tampon is full or it has been in for up to eight hours, it is pulled out by the string and disposed of.
Tampons come in a number of sizes, with the most commonly available being mini, regular and super. These are FDA-regulated sizes and absorbencies, so one super size tampon is going to be more or less the same as another one.
Tampons can present some challenges when you are first learning how to insert them, but using tampons with applicators tends to alleviate this problem until you get a bit more practice in.