For the most part, if these things aren't causing you any pain, this sounds pretty normal. But there are a few things that you could try doing if you're not already.
1. Use the lowest possible absorbency to control your flow. Always a good idea in terms of TSS, and if you're just getting used to tampons, smaller ones can be easier to take out and put in.
2. Try a little bit of lube on the tip of the tampon for easier insertion. Not vaseline, something water-based like you might use for sex.
And if you're already on a regular absorbency and using a bit of lube, it doesn't sound like these things are bugging you too much, and honestly, I've been using tampons for years and that just seems to be the way it is - they have to fit in there snugly and they do!
"Ooh, I'll settle down with some old story/About a boy who's just like me/Thought there was love in everything and everyone, you're so naive!"-Belle and Sebastian, "Get Me Away From Here I'm Dying"