Encouragement and tips

do you have a training plan you are following?

my advice for a first - non training - have fun! you can get burnt out quickly if you do too much training/not having fun

beginnertriathlete has some good free plans; so does trinewbies

Definately have fun. It's your first one, you will be nervous! Don't see this one as a competition but just as a laugh and to see what it's like. Don't worry about T timings or over all timing, go see what it's like to participate and enjoy yourself. Next triathlon you will know what to expect and can start improving on a specific aspect.
Make a list of everything you need to take with you and tick it off as you pack it. Make another list for what you are putting in the car one it's all packed and ready to go, tick everything off as you stick it in (i.e. bike AND wheels listed separately if you have to dismantle bike to fit it in).

Get used to your gels/food now and keep use them for brick sessions.

If you're not part of a tri-club, join one, they have such a wealth of information and you may find a buddy or two to do the tri with, or at least have a friendly face in the pack with you at the start of the swim. My swimming improved just a ridiculous amount from the club coached sessions. They may also have open water swim access which is invaluable for non-stop swim training, also good if you've never swam in a lake or the sea before. You don't have to join in all the sessions, i used to just join the swim sessions to begin with then started joining the runs, never bothered with the cycling ones.

Triathlon mags are also worth reading, also online if you don't like print. They have good drills for all disciplines. Also try youtubing swim technique and drills if you don't join a club.

Best bit of advice i ever got was swim related, stay at the back of the pack at the start. If you're a faster swimmer you'll soon overtake people, but if you're not and for your first tri it can be quite daunting to have people swim over you or so close they kick/hit you. If you need to do breast stroke do it, I do it because the water is usually very choppy with that many people in it it just makes breathing easier, you can also sight better/more often. Breast stroke also stops me from going too fast and fatiguing myself, if there is a current i might switch to crawl for power, but usually breast stroke all the way. I'm a good swimmer but i'm by no means fast and don't have much endurance so i take my time on the swim.
I find swim sessions are the most beneficial, unless you're already an amazing swimmer. The other 2 you will get better at exponentially with relatively little effort and number of sessions, swimming has alot more to it than just moving arms and legs, takes longer to improve. That could just be me though.

I did a sprint as my first one too at blenheim, it is by far my fave distance cos no real need to prep with carb-loading or that, maybe have some gels, and electrolyte in your water, and you can do all 3 like a lunatic, especially the run; sprint finish cos there's beer at the end! *wootwoot* so much fun.

Oh yeah, STRETCH everything properly afterwards, cos being able to move the next day is quite useful. Yoga is good for that.

Good luck with your training Tri's are fab!