Would participating in a triathlon be recommended for someone who has never done something like that before?

Depends: You should discuss this with your doctor. It would require extensive training for a period of time to prepare for this.

Why not: You need to become prificient in each sport first, then train doing them together. You can join a club and others will help you. There are many books to check for training plans and tips. See triathlon training by michael finch and the triathlete's training bible by joe friel. Start slowly with a plan and have fun.