Maryland's candidates for governor, meeting in this rainy vacation city today for their first joint appearance, used the occasion to sound their respective campaign themes and, in the case of some challengers, to take a few shots at incumbent Gov. Harry Hughes.

Democrat Hughes attacked the "financial fiasco called Reaganomics" and outlined his record of dealing with state problems "humanely and effectively." He also proposed setting up a new state department of Labor, Employment and Training to deal with economic difficulties caused by federal cuts.

The governor's main Democratic opponent, State Sen. Harry J. McGuirk, took a swipe at Hughes' low-key style and promised that his administration would bring "aggressive leadership" to Annapolis, leadership that he said would act, "not react."

The leading Republican candidate for governor, Anne Arundel County Executive Robert A. Pascal, also criticized Hughes for poor leadership. "If you're satisfied with the state then vote for the incumbent, because here's someone who's not," he said. Pascal, a party moderate, also came as close as he has yet to endorsing the Reagan administration's program. "The best pop for the dollar that the taxpayer has is at the local level. The ball is in our court. We've been wanting it for the longest time."

Today's forum, which was sponsored by the Maryland Association of Counties, was the first of many planned between now and the September primary and November elections. For the candidates, it served as a demarcation between the initial stages of the race, when the focus was on raising money, attracting workers and increasing name recognition, and the public event, when the attention will be on the candidates themselves and how they differ.

"I sense things tightening up now, getting more serious as they sense that the primary's a month and a half away," said Montgomery County government lobbyist Blair Lee IV. Said Lt. Gov. Samuel Bogley when asked about the remaining six weeks before his primary, "It's the shoot-out . . . ."

While no winners or losers were expected from today's forum, which did not allow debate among candidates, the candidates carefully prepared for the session before the county politicians and bureaucrats. Hughes met with his top staff members yesterday afternoon to go over the main points of his speech and Pascal altered his comments at the last minute to make them more hard-hitting.

In his remarks Hughes said his administration has brought about $675 million in new state aid, much of it for education, that has eased the impact of Reagan administration cuts. He also pointed to his efforts to crack down on drunk drivers and bring new jobs into the state to help offset its nearly 9 percent unemployment rate.

The major news of his speech, however, was the decision to go ahead with planning a new department of Labor, Employment and Training. The announcement followed Hughes' decision, under pressure from powerful state labor unions, to convene a special session of the legislature on the issue of unemployment benefits.

It also appears to be an effort to undercut a Pascal campaign issue. Pascal several weeks ago said Hughes was not doing enough for unemployed workers, particularly those who need to be retrained. "It's a shame it took three months before the election for them the Hughes administration to do something," Pascal said today. "I've helped set correction policies of the state he has criticized Hughes for failing to quickly approve new prison construction and I don't mind setting the economic ones." Hughes said the idea for the new department was the result of a task force that has been meeting for more than six months.

In his remarks at the forum, Pascal said his administration would emphasize economic development and tough responses to juvenile offenders who he said must be shown that "something unpleasant has to happen to them" if they commit crimes.

McGuirk said that coping with the New Federalism will be the main issue of the next four years and that he would consider allowing local jurisdictions to raise their state-controlled local income tax to help offset federal cuts. McGuirk also said that as governor, he would retrain teachers in new technology fields such as computers.

The only other Democrat at the forum, Ocean City Mayor Harry Kelley, came out against new taxes and in favor of "law and order." Pascal's only opponent in the Republican primary, Ross Pierpont, said he was running on the Reagan platform and that Pascal was not conservative enough. Independent John G. Rothenhoefer said he was in favor of a zero-based budget, legalized betting on baseball, football and basketball games and limiting real estate tax increases to 1 percent a year.