Learn C instead
A lot of people tend to tell you to learn Java, Real Basic, or C++ to start out. I really have to disagree. If you plan on programming in the future and want to learn a lot of languages, C is the best choice.
So many languages are based on C (Obj-C, Java, Perl, C++, etc), that learning C makes learning those much easier. I don't know C++, and my Perl experience is minimal, but due to my good understanding of C, I learned all of Obj-C in two afternoons, and most of Java over the weekend. I was also able to make some small open-source contributions in C++ just based off of my ability to read C code and extrapolate C++ syntax.
I recommend learning C, then Obj-C, and then Java. Obj-C is a small extension to C that's pretty easy to learn. Java was influenced heavily by Obj-C, even though its syntax is more like C++, so most of the concepts you pick up from Obj-C will help you along there.
Here are some resources you might find valuable:
The New C Primer Plus ($25 at half.com)
This is the best computer book I've ever read. It's just absolutely incredible. Great for a programming beginner or even experienced programmers learning C. Covers lots of important programming concepts, and really does a thorough job at teaching C in an easy way. My brother had lots of trouble in his computer class, and this really helped him a lot.
Object-Oriented Programming and the Objective-C Language
Whatever object-oriented language you're learning, read Chapter 2 of this book. It has a good explanation of most relevant object-oriented concepts.
Bruce Eckel's Free Online Programming Books
Thinking in Java and Thinking in C++ are on here for free. You can buy them if you really want, but that would be $40 that you'd spend needlessly. I've heard great things about these two books, but never read them myself. Hell, even if they suck, they're free, so they're worth a look.
The Java Programming Language
Written by the creators of Java. It's a good book if you read Chapter 2 in the book above and you know how to program. Else, it's too sparse of examples to really be helpful.
Also, check out
Apple Project Builder. It's free and does most of what people want for C, Obj-C, Java, and C++. If you decide to learn Java, you can also download
Borland JBuilder Personal for free.
Anyway, hope that helps.
-Prachi