Are tampons safe for regular use?

I am 17 years old and I use tampons because I feel that they are much more comfortable. None of my cousins know what a tampon is and they live in India. I will be relocating to India and I was wondering if there are tampons available in India? Right now I am using Tampax and lillets. A lot of my friends say that tampons are not safe and I should not use them. Is this true?