Get "Cocoa Programming for Mac OS X by Aaron Hillegass" and go through the first half of the book. Get "Beginning iPhone Programming" after that and pay the $99 so you can run apps on your phone. There are a lot of design patterns in Objective C that are strange to begin with, but as you work more with them, they make sense.
One of the best things I found in the Hillegass book is his advice in the introduction: "assure yourself that you are not stupid and some things are hard".