The swim start is one of the most intimidating parts of a triathlon, Some races start on a beach and you have to run into the water. Other races have you begin in chest deep water. You are usually started by age group (and you are given a swim cap to help identify this). I would recommend placing yourself towards the back of the pack in your first few races to avoid all of the churning arms and legs. It can be very unnerving to get kicked in the face and loose your goggles. Make sure that you pop your head up and keep an eye on where you are going. The swim courses are usually outlined with large (5-7' diameter) orange buoys. Establish your pace and relax - enjoy the start of your first Triathlon!
The photo is from the 97' National City Traithlon - I'm in there somewhere!