Hint: At the end, drop into a lower gear and spin fast to get the circulation restored to your muscles a bit and loosen back up. If you have to, just walk the run segment, believe me, there will be plenty of people doing it.

After your legs steady up, then break into a gentle trot and go back to a walk. It's going to take you some time, believe me, I know. The goal of Tri is to compete against yourself anyway, so your first one is only setting a baseline for improvement.
Your goal for the first one is to simply finish it......and you'll be whupped just from that.
By the way, you're doing the right thing, doing bricks and even in the right order, cycle, then run on one day, swim then cycle on another and alternate. Don't forget recovery time either.