It is suggested that girls start out with pads for the first month or so, until they get used to having their period and seeing how heavy the flow is. It depends upon when a girl is ready and how comfortable she is with her body.
Some girls prefer tampons because they do not like the feeling of wetness or the odor that pads may emit. Other girls may be squeamish about inserting a tampon in their vagina and opt for pads. Buy some of each type and in absorbencies ranging from light to heavy so you can experiment to find what works best for you.