First step is to start with a Basic programming language (True Basic, Dark Basic, TI-Calculator Basic, etc.).
If you're a quick learner and can grasp concepts quickly, then start with something a bit more complicated (Java, C, C++).
Now go and read the documentation from Apple in the iPhone OS Programming Library (unfortunately, there are no books on iPhone programming due to the NDA...closest would be Objective-C for Macintosh programming).
Technically you can jump straight into iPhone programming, but it depends on how quick of a learner you are and how easily you grasp concepts. Learning basic, then the harder languages are more to train you in solving programming problems. It's the concept that is probably the hardest in programming even though it stays the same throughout the different programming languages. That's how the AOL developer was able to get a live buddy list up and running in five days without ever programming on a Mac (note that Mac and iPhone use the same programming language).
