IT'S A SNOWLESS WINTER DAY and I'm riding a bicycle for the first time ever and making terrified, wobbly loops around Brooklyn's Prospect Park. "That's it!" says an encouraging voice. "See if you can take one shoe off the pedal." I dangle my foot toward the ground and roll to a white-knuckled halt. Sadly, it's not Christmas, and I'm not six years old. I'm 28. And the man running beside me isn't my dad; he's my triathlon coach.

That's right, I signed up for a triathlon without knowing how to ride a bike. (I had a horse as a kid. Bikes held no interest.) My friends thought I was nuts, but the good people at Team in Training (TNT) didn't flinch. The national endurance-sports program threw me into a group with lots of fit 25-to-40-year-olds but also with Sam, a 68-year-old guy who doesn't swim well, and Carissa and Amy, who are both in remission from cancer. After an hour of encouragement, our bike coach, John Stewart, has me riding a three-mile lap around the park.

This inclusiveness is a big part of TNT's draw: They prep newbies like us for events we might otherwise never consider. Signing up means pledging to raise money (usually $3,500 or more) for the organization's parent charity, the Leukemia & Lymphoma Society, which funds blood cancer research and patient services. In return, TNT members get four months of training from top coaches, plus airfare and accommodations for a major event—in my case, St. Anthony's Triathlon, in St. Petersburg, Florida.

TNT works with about 39,000 racers annually, making it the world's largest endurance-training program—and an annoyance to some athletes who grumble about swarms of first-timers. Most, however, agree that TNT has changed endurance sports for the better. "I've heard complaints," says six-time Ironman champion Dave Scott, now TNT's national triathlon coach, "but an influx of athletes is good for these sports and huge for retail."

Retail, indeed. I will purchase new sneakers, a tri suit, a wetsuit, and a road bike. Still, my body works harder than my credit card. To prepare for the one-mile swim, 25-mile ride, and 6.2-mile run, our group of 60 meets three times a week for one-to-three-hour sessions. Cycling Saturdays require endless circles around Prospect Park. Swimming Wednesdays involve technique work, like everyone elbowing in the same lane to simulate race conditions. Running Tuesdays demand six-mile slogs. "You need a mantra to get through the run," Stewart advises. I chose: This means more beer. This means more beer.… For two of our weekly "days off" we're prescribed solo work. ("Bike two hours.") And there are evening clinics on topics like nutrition and equipment.

On race day, my big goal is to survive in good-enough shape to celebrate with the six family members who have traveled here to cheer me on. Alas, I pace myself too well, finishing in three hours and 39 minutes—just behind the winner of the 75-and-up class. At the victory party, my swim coach taps me on the shoulder, mid-mambo. "If you're dancing that hard," he says, "you probably could've put more effort into the race."

Team in Training has 68 chapters across the U.S. and Canada. teamintraining.org