Get a coach! or join a team.
Although I can recommend the Couch to 5k/10k, it's harder for me to do the same for a Couch-to-Triathlon scheme.
Triathlon is not just Swim/Bike/Run - There is Technics involved, transistions to master and flows to understand.
You need to gradually increase your abilities in 3 (three) different type of sports, which each has it's own unique issues.
The most dangerous thing I can think of is that you will simply hurt yourself.
Free/Handed out Triathlon plans, are only a skeleton, if it's not followed by a trainer/coach, can lead to injuries.