Well, be thankful you live in a modern civilized part of the world... some regions have some pretty strange Rites of Passage for young women experiencing their first period. Some of these are done for religious reasons, some are mostly harmless traditions.
The Massai tribe of Kenya uses female circumcision to completely remove the outer parts of the female genitalia. This results is complete deprivation of sexual sensation, increased susceptibility to HIV and may cause life-threatening infections. Crude tools and no anesthesia. The Massai tribe is not the only group that does this. Every year 2 millions girls are forced to undergo genital mutilation.
Burning Hands + Biting Ants
The Carib Tribe of Suriname burns the hands of young menstruating girls using a handful of burning cotton to symbolize their future "handiwork" as women. They're also forced to wear a mat/skirt covered with a breed of stinging, biting ants.
The Tiv Tribe of Nigeria slices young girls across the belly four times (or more) leaving deep scars to signify her womanhood and her fertility.
The Okrika Tribe of Nigeria has their young girls experiencing their first period enter a hut called "fatting rooms" where they feast on rich local foods until they've gained sufficient weight. Its intended to be a spiritual and physical metamorphosis.
Three Months in Isolation
The Ngoni Tribe of Malawi secludes the young girl in a flooded tent for up to three months. Her face and body are daubed with white flour as a sign of spirituality. Inside the tent she must sit in a pool of water until the women of her tribe determine she is finally a woman (which can take up to 3 months).
Swimming to Shore
The Nootka Natives of the Vancouver Islands in Canada used to take young girls who experience their first period for a canoe ride out to sea... and then leave them there to swim back to shore. This is no longer practiced.
Buried Neck Deep in Sand
The Luiseno Tribe of Southern California used to bury girls up to their neck in sand and then have an older woman of the tribe give them a stern talking to about "the birds and the bees" and the proper behavior of a woman and wife. This is no longer practiced.
Four Days of Running & Rituals
The Navajo Tribe of the American Southwest have their girls wear heavy buckskin outfits in a four day ritual involving a foot race, making food for all their relatives and sitting upright on the first night of the ritual. The Apache tribe have a similar ritual shown below.
I have a hunch many mothers these days simply take their daughters out for a day of shopping, food and buying their first tampons / pads. Not quite the status quo, but close enough.