Hi There,
I was the same as you, very nervous about using applicator and I had never used tampons either! I put it in slowly, angling slightly towards your back as opposed to straight up with one foot up on toilet and it was fine. GP said to insert more or less the length of it up to the first wee ridge which is about 9cm.
I would go a bit less than that until you get used to it. Hope that helps, just don't force it and you will start to get a feel for when it is right.
Grace x