I would strongly recommend reading
Programming in Objective C by Stephen Kochan. It's an excellent introduction to the language. I would even say that, if you've used other programming languages, you probably wouldn't need a reference book on C. Note, though, that it doesn't yet cover Objective-C 2.0 - the new edition with this information included is due at the end of November,
For learning Cocoa, the best book around is probably
Cocoa Programming for Mac OS X (3rd Edition) by Aaron Hillegass. As its name suggests, it covers Cocoa for the Mac, not the iPhone, but it will give you a solid start in Cocoa programming. And being able to program the Mac is pretty useful too...