Please, please, please before you start running get some GOOD RUNNING shoes. Tri equipment can be expensive, but this is a must or you will end up injured. As a runner, whenever anyone mentions an ache or pain that is the first thing we ask, how old are your shoes. Also, if you aren't a runner make sure you start out slow and don't try to do an hour. Build up gradually. If you don't exercise regularly already start with 10-15 min max or even run/walk, depending on what you have been doing. Even if you ride the bike you need to start the run slow.

It also helps if you can find others that do tris. I am just getting started and could not imagine sorting through all the details without my friends who have already done them! If you live in a bigger city there are probably tri groups.