I did triathlons for about 3 seasons up until last year. Now, take any of my suggestions with a slight grain of salt as I am and will be forever a BOP (Back of the Pack'r):
1) If you are just starting, focus strictly on building your base. That means, slowly build your distance. If you can currenty run 2-3 miles, don't try and run 10 miles immediately. Build up your distances slowly.
2) Plan a training program with recovery time. You should have at least one day of week that is a recovery day. It should be either a complete off day or a minimal effort day. In addition, plan a schedule so that every 4 weeks of training is 20% less mileage than the previous week. (i.e. Ran 20 miles during week 3, drop to 15-16 miles during week 4, and then come back up to 20). Without recovery, you are asking for injuries.
3) For the swim, work on your stroke. A top level triathlete will come out of the water refreshed. 80-90% of your swim should come from your arms. Remember, you need your legs for the bike & run. Just remember, you don't win a race on the swim.
4) Practice BRICKS ((B)ike, (R)un, (ICK!)) - Your legs will feel very different coming off the bike than just starting a run from resting. For the first couple of miles, your legs will feel like jello, get used to it, by practicing. You only need to run a short distance (1-2 miles) off the bike to get the feel.
5) Run through your transitions and practice them a couple times before the race. Plan your transition area (i.e. place your equipment in an orderly fashion, bike equipment in front, run equipment in the back.) If you wear a wetsuit for the swim, practice taking it off while wet.
6) Most of all, HAVE FUN. Chances are you are not racing for Kona slot. Enjoy the race. As you get more experienced you can become more competitive.
Edited to add: A good book to start with is Triathlon 101. It goes over everything you need to know for your race, plus has some beginner level training programs.