I'm pretty new to all this as well, but I believe all of the binding tools in IB for Mac applications is not available for iPhone applications. In fact the Bindings inspector is not even there. So a lot of chapter 8 would be unusable on the iPhone.
It took me awhile to figure out what was going on in IB and it's relationship to the code I was writing. It all seemed rather magical like VB, blahh! I also have been doing .Net programming since version 1 of the framework and when you build UI's in Visual Studio it would actually create/modify code for you. IB is not like this (which is actually quite fortunate, Visual Studio 2003 would sometimes completely screw up your code), IB appears to simply set properties for classes that get instantiated when your application is running. So you create a View in IB and change all those values in the inspectors, when your application runs a class is instantiated and all those properties you set are applied to the new object. If you want a custom class to be hooked up to your View in IB you simply created one and set the Class name in the appropriate inspector field. Same goes for the controller.
The First Responder has something to do with keyboard events or something like that, I've not really had to mess with that at all so I'm a little fuzzy about it's use. All the ctrl+dragging that occurs is simply linking variables for objects, such as dragging a controller onto a view to set the controller's view property. You can create variables in your classes that can reference controls in your interface. So if you have a text field that you want to manipulate in code you would create a variable in your view or controller class like this:
IBOutlet UITextField *textField;
Then from IB you would be able to ctrl+drag your view onto the text field.
A delegate is like a reference to a C# interface. Some delegates require a specific protocol be implemented. A Protocol is very similar to an interface definition in C# but not all of it's methods are always required. I think I read somewhere that delegates were created as a way of extending a class through composition as opposed to subclassing.
Like I said, I'm pretty new to this as well. Some of it still seems foreign to me but once you start getting used to it you'll see the patterns and it will start to make more sense. Hopefully I didn't confuse you even more
Apple really has made some cool APIs though. I just started messing around with the CoreAnimation stuff, it's very cool.