I know someone who has experience the "toxic shock syndrome." I wasn't aware of such a thing until a female friend told me about this. I sense the tampon industry is worth millions, maybe even billions worldwide, so I would assume this industry would not want this information to spread to the general public.
I assume they have the possible side effects written on the packs...I'm not sure
Every box of tampons (at least in EU) has a leaflet inside informing about it.