I had a similar problem when I started riding again after a long time away from the bike. My tailbone was EXTREMELY SORE for those first few weeks... it hurts just thinking about it.
Here is what I did to help with the problem...
1- I replaced my saddle to something that was more comfy. Most stock bike saddles nowadays are stiff and very uncomfortable.
2- Adjust, adjust, adjust... it took me at least two weeks of tweaking the placement of my seat to where I was comfortable enough to ride without pain. Just a 1/4 inch here and there makes a HUGE difference.
3- If everything else fails visit your local bike shop and explain the situation, I'm sure they will be more than glad to help you.
Hope this helps, good luck with your triathlon.
Pain is temporary. It may last a minute, or an hour, or a day, or a year, but eventually it will subside and something else will take its place. If I quit, however, it lasts forever. – Lance Armstrong