The swimming event of a triathlon comes first.
Swim, bike, run--in that order. That's a triathlon. The distances vary from sprint to Ironman, but the order is always the same: swim, bike, run. Three different events that emphasize three different types of exercise and have three different clothing requirements. Whether you choose to take a bare-bones approach to dressing for a triathlon, or invest in technical wear that you can wear for all three events, there are a few items that you must have to compete.
Basics
If you are trying out triathlons and don't want to invest a lot of money on equipment, you can wear a swimsuit for all three events. In the water, you must wear the cap issued by the race. You must wear a helmet on the bike and keep the chin strap buckled. You also have to wear your race number for the cycling and running events. You can wear the same shoes for cycling and running.
Intermediate
If you are competing in a long distance triathlon, or if you are modest, consider a trisuit that you can wear for all three events. It provides more coverage than a swimsuit, some padding for the cycling event and support for running. If your bike has clip-on peddles, you also need a pair of cycling shoes in addition to running shoes.
Separate Event Clothing
You can also choose to change your clothes for each event, although changing will take more time to transition. Bike shorts are more comfortable for cycling than trisuits, but aren't comfortable for running. A running bra is more supportive than a trisuit too, but remember that the USA Triathlon rules state that public nudity is prohibited everywhere including the transition areas, so be sure to bring a towel or something else to cover yourself while you change.
Weather Considerations
Be prepared for any possible weather conditions. For colder climates, a wetsuit for swimming will keep you warm in the water and add buoyancy. Arm warmers can be adjusted during running to add or subtract warmth. Remember to dress for how your body will feel after you warm up, not from a cold start. You cannot abandon clothes along the triathlon route, so don't overdress for cold weather.
Extras
Goggles and masks are allowed for the swim event and they can improve your vision in the water. One pair of socks for cycling and running can keep blisters away. Sunglasses help on a sunny day for both cycling and running, and a hat with a brim will help shade your face and keep the rain off. Don't forget to wear sunscreen.
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