If you don't know about it already, there's a whole series of have-a-go women's only tris in NZ. Check it out! I've never done one (morbid fear of running further than about 400m), but I marshalled on one and I know quite a few people who have entered and they have universally enjoyed the experience. And head down to your local pool: they'll have adult technique and training classes, probably for a reasonable price too.