Yes, to get started you are going to need to set yourself up with some equipment so here are the basics:
Swimming: togs, goggles, swim cap (if you have long hair), pull buoy and fins
Cycling: a roadworthy bike though it can be a mountain bike, hybrid, commuter, road bike or anything in between. Bike helmet and either cycling shoes if you have clip in pedals or just your runners.
Running: running shoes and preferably some dri-fit clothing (to wick the sweat away and keep you comfortable)