There are enough hints for a first-timer to fill a book, but here are a few good ones not yet mentioned:
1. Read the race rules or USAT rulebook. There are important rules that govern all sanctioned triathlons, and some are not intuitive. The rules are not that hard, but they are there to ensure that everyone has a safe and fair race.
2. Start each leg slowly, especially the swim. It is much too easy to get caught up in the mass swim start and burn out in the first 200 yards. You have to give your body time to switch blood flow from the swim-to-run (you actually run a short distance to the transition area before riding off, and this is an oft overlooked physiological burden) and bike-to-run.
I like to pull my legs into a pike position to stretch my hamstrings, glutes, and lower back before climbing out of the water to run to the transition area. Once I learned this from Dave Scott, it stopped my post swim leg cramping completely.
I also, like to take my first steps off the bike with quick but short strides, almost like jogging in place. This allows your muscles to help shift the blood.
3. Be aware of others on the bike course. Look over your shoulder before moving left or right, as an elite cyclist from a later wave might pass you at any time REALLY FAST. This is especially important in turns, the most dangerous spot in any bike course. I've seen too many accidents caused by one cyclist taking a line through a turn that took him or her into the path of another cyclist without looking.
A corollary to this is that you should always be mindful that the person you are about to pass might not know you're there. Don't be afraid to call out "on your left."
4. When approaching an aid station on the run, pick an unoccupied volunteer and point to them so that they and other athletes know you want what they have. Loudly say "gatorade" or "two waters" or whatever you want so they can prepare to hand you exactly what you need. If it's warm, get two waters and dump one over your head.
5. Smile at the finish line. It will make for a more impressive race photo. <g>
Good luck!
Cameron