Is this normal to happen?

You had to pull hard because it was dry. And don't worry about breaking the string, the string is made tough so that doesn't happen. And the only way the tampon will get stuck is if you forget to take it out, and apply another one, or something in those lines. If you leave a tampon in, and let it absorb the blood, it shouldn't be hard to pull out. Just make sure you don't leave it in for more than 8 hours.