for a triathlon you want a road bike. heres a thread with cheap ones
http://www.bikeforums.net/showthread.php?t=268941
as for the seats, you may have to experiment. ride on the stock seat a few times and if you dont like it buy another. i prefer the narrow and firm seats. also, lycra shorts with padding is absolutely necessary. i usually i apply vaseline to my grundle to eliminate friction too. saddle sores really suck.
as far as programs go, get on your bike and ride as far as you can. then come back. the nice thing about biking, as opposed to running, is that bc of the lesser impact you dont need as many rest days and such a limited schedule. its much harder to overdo it on a bike .