Brick workouts are an important component to any triathlon training program. If you are preparing for a sprint, Olympic half or even full Ironman distance triathlons, brick workouts are mandatory. You need to get comfortable doing brick workouts at least every week. They do not have to be overly uncomfortable or even intimidating, but they are incredibly helpful.
Brick workouts are essentially two workouts in one. The classic example is when you go for a run right after you finish a bike ride. This type of workout simulates what you are going to experience in your race the heavy legs, the tired feeling, and the wobbly legs underneath you. Practicing this workout and getting to know what it will feel like is crucial to your success.
If you are a beginning triathlete then it's even more important to practice brick workouts. As you have probably never gone running right after a hard bike ride, this feeling will be very new to you. That's just fine, take solace in the process and putting in the time necessary to get fit and in shape.
You don't have to do a specific workout on the bike or when you go out running. Rather, just do an easy bike ride and then an easy run right in a row with as little time in between as possible. If you can transition immediately into your running shoes and start running then that is best. By getting to know this feeling and increasing your fitness, you'll see more success in your first triathlon.