1. Yes, it hurts to remove a dry tampon (not recommended). Even if your period is getting lighter, it would not have mattered if you had left it in position for up to 8hrs (no more). It would have absorbed more of your flow and been less painful to remove
2. Don't use tampons until you've lost your virginity?
+[brutal]+ (Clara) is right. I think this myth dates back quite a few years - like 30 years - when people believed that a tampon would break the hymen and thus you would not be a "virgin" anymore ... shock, horror!
Tampons don't usually "break" the hymen. Nowadays with the amount of physical exercise that most girls do, by the time they start to menstruate their hymens are already perforated - and the tampon can be inserted without them being the cause of breaking a hymen.
The thing you should take care over is how many hours you have a tampon inserted. To avoid Toxic Shock Syndrome the max recommended hours is 8 - per tampon.
There is no problem with using one tampon for 8 hrs, then removing it and inserting another straight away for another 8 hrs (or less if your flow is heavier...)