Your first race is probably going to be a shorter one and probably close to home so you will know what type of weather conditions to be prepared for. As far as specific gear, you will need a few essentials. Remember that there are three disciplines involved in triathlon (swim, bike, and run), so there are obvious pieces of kit that you will require to perform each. Simply think of them as individual activities and try to envision what you will need for each of them. The next step is to see if there is anything you can use/wear for more than one discipline so as to reduce the number of items you will use. Here are some of the essentials.
SWIM: goggles, bathing cap (usually provided by the race organizers), wetsuit (where permitted), bathing suit.
BIKE: Bike, helmet, cycling shoes, sunglasses, flat tire kit (spare tube, tire pullers, carbon dioxide cannisters), water bottles.
RUN: Hat, running shoes, socks, race belt (your bib number will be attached to this).
You might also want to consider equipping yourself with a tri-suit. This can be worn for the entire race and will have padding under your bum like cycling shorts. You won’t need to change clothes at all this way.