Re: Want to do a triathlon... I don't know where to begin?
Where to begin? Well, most tris usually start with the SWIM so start off in the water. If you take off on your bike when the gun goes off, you'll probably be DQ'ed.
Find a small manageable race like a local sprint tri, tell some friends you're doing it so you're committed, and give it a go. Do some swimming so you don't drown (swimming in a crowd is very different from swimming laps alone), make sure your bike is in good condition (doesn't have to be a race bike or top of the line), and practice the bike-to-ru transition a few times so you can discover what the jelly legs feel like (they go away after a few minutes on the run).
Good luck - it is indeed a fun sport...I wish I was able to make some more time to train for it properly because I really enjoy racing tri's even though I stink at the swim & bike.