Go to the pool!
Here in New Zealand we have jellyfish too (apparently with the global warming that ISN’T happening according to the denial-ist right wing, they are expanding their territory around the world)
We have several types. Blue bottles that are a small inflated blue bubble/sack (say 50mm across) with snot like globs hanging below them. They are incredibly painful. We also have some that are about 100-150mm across, Hard-ish clear discs with reddish brown stars on top. From what I’ve seen they don’t have tenticle things. We also have what appear to be Man’o War type, about 300-400mm across, clear, with a pulsating edge, with lots of long tenticles hanging down a metre or more.
the blue bottles often get washed up on the beach. I’ve been lucky enough to not get stung by them, but they are painful.
I did get stung in the face by a clear one with the brown star, when body surfing into the beach one time. Luckily I had goggles on. It felt like I’d been smashed in the face with a baseball bat, but with a thousand pins on it! Far out it hurt. I couldn’t contemplate anything except making the boo-boo go away! It was all encompassing pain. Bizarrely, it was that pain that is sorta numb at the same time it is killer painful. That lasted for about 5 hours, then tapered off. After 3-4 days my cheek was still numb, like the dentist had his evil way with a needle.
I haven’t hit of heard of anyone around here getting hit bu the man-o war ones. They are so big, and kinda dirty, so they are relatively easy to spot, as long as you watch where you are going.
Several years ago in Vietnam, a girl on the boat we were on, grazed up against one and was in tear inducing, screaming pain for about 8 hours. The marks on her body and legs looked like she’d been whipped savagely!
If your variety are stinging, go to the pool for your workout. It is NO fun getting stung by a jellyfish. If they are harmless and just gross, either HTFU or go to the pool 
According to legend here, peeing on the affected area helps quite a bit. Seriously. I’ve never had to do it or seen it done, but even a little bit of help is worth trying it. Make sure all your swim buddies are well hydrated before your swim, just in case.
I suspect our Aussie friends will know more. Jellyfish (including the box jellyfish) are one of the 100 things in Australia that are out to kill you! I remember watching a doco about box jellyfish and while we all thought they just floated around in the currents, it actually showed that they ‘hunt’ by travelling up and down particular beaches where the food is good. Scary to see. (yeat another reason to NOT live in Australia 