In USAT sanctioned races headphones are not allowed.

Check the website for the race or the USAT website. Both of them will give you all the rules (no headphones, no drafting, etc.).

Have a great race! That first race is always so exciting (and nervewracking) but most people are really supportive of the newbies and are happy to share their sport.

Some other helpful websites for you, if you haven't already found them are:
www.trinewbiesonline.com and www.beginnertriathlete.com. Beginnertriathlete also has some very good, free training programs for sprint, olympic and half-iron length tris. And their web sites have great forums.