First Triathlon... I little worried about finishing last

Relax and sit back a second ......

What is it you are trying to accomplish by doing a tri?  Sounds like you are doing it as a lifestyle change and for your health and fitness, which is the best reason and how everyone gets started!

Now, as far as times go ....... as long as you continue to put in your training and know that you can complete the distance, what do the times and your placing mean???  Nothing more than a benchmark to work from and improve upon!  Whatever time you put up that day will be a PR (personal record), remember that!  If you can sit back at the end of the race and honestly tell yourself that you put out he best effort that you could on that day, then times don't mean sh-t.  you will have tried your best and should feel proud of your accomplishment.

The old adage is DFL > DNF > DNS.  That is Dead Frickin' Last beats Did Not Finish beats Did Not Start.

Does the race have swim and/or bike and/or race cutoff times? 
Are you in jeopardy of not making one of these if they exist? 

What would happen if you finish last?
Will a plague decend upon the lands? (Not that you can link to your finish)
Will you lose your job?  (No)
Will you lose a sponsorship?  (No)
Will your family stop loving you?  (No)
The finish line crowd will cheer for you! 

What's the concern? 

What are you worried about, that someone will laugh? It won't be another athlete thats for sure, and if you're worried about someone on the other side of the fence, or a co-worker laughing, then I suggest you read Theodore Roosevelt's "Man in the arena"

At my first Oly, I came in last by about half an hour.  Seriously.  I had a lot of trouble on the bike course especially. 

But, there were about 10 cheering BTers along with the race director and the photographer waiting for me at the finish line.  And I did much better at my second Olympic Distance race.

Moral #1:  DFL isn't fatal.

Moral #2:  BTers are awesome.

Now on to a bigger question:  are you training on a "real" bike too?  The very bike you will use for the race?  If not, start SOON, please.  My biggest problem at that first Olympic was that I didn't have enough experience with that bike on hills -- didn't have the timing down for shifting, and dropped my chain TWICE.  Even though I'd practiced hills on my hybrid, I had only had a road bike for about a month at that point.  Got much better with practice later.

So, Moral #3:  Ride some hills on the bike you will race. 

Good luck!

The slackers that are still in bed nursing a hangover when you cross the finish line came in last. No one comes in last in a tri!

Also, last place get the biggest cheers from the crowd. Bask in the glory.....it will probably be your only time to get so much attention at the finish line.

Ok, I'll say it.... coming in last would suck!  All your hard work and efforts, time and money invested, friends or family watching you be the last one across the finish line.  What a thing (pride) to have to swallow.

It is a very humbling thought that I've had to admit might actually happen in my first race 3 weeks from now.  I am not the fastest swimmer, biker, or runner.  When I started training, I expected to have a finish in the top 50%.  I've had to face reality since then.  The reality being that there are people better then me and that finishing is truely the goal this year.  Next year I'll work on times.

I feel better about myself, my body, my health and I love setting my goals and going for them and maybe even reaching a few.  This is a unique thing.  Enjoy it. 

I bet the last person gets a bigger cheer and reception then the person who is 527th out of 800.