Sounds like you have the right attitude. Just go out there and have a great time.
My first ever multisport event (a du) was in the freezing rain. I'd never ridden in rain either, and it was awful, but incredible fun. Even though I finished almost dead last, I had a BLAST! I finished with a smile on my face and had some great stories to tell later on.
The fast people who were already done and changed into dry clothes patted me on the back and congratulated me (saying: I can't believe you were out there that long- it was brutal).

You'll do great!! Oh, and report back when you're all done (and we expect wet, rainy pictures, you know).