I’d definitely start with getting your measurements worked out (no not those sort of measurements you pervs :roll:)
Leg and torso length are the two key ones to work to and in many respects torso length is the more important. – Too long a frame is never going to be comfortable though a taller seatpost and longer handlebar stem can help off set a slightly smaller frame.
If you are going to do triathlons you’ll want a set of aero bars which get you into more of a streamlined tuck position. This also brings you forward on the bike which highlights the importance of getting the right sized frame.
Try as many bikes as you can and as Mungechick says, definitely take a cycling friend with you.
Other than the more girly colours, a women specific frame isn’t necessarily the right choice but a women’s saddle will be. – Factor in to replace this, even on a women’s bike.
Good luck with the search