First things first you need to download Xcode to get all the compilers, tools and infrastructure installed.
Opinions are divided some say start with C first, some say Objective-C others say Python or Ruby. All will probably get you to where you want to go and are good quality languages. I started with C myself but understand that not everyone feels comfortable following that approach. Although I do think it did me a great benefit.
If that is what you want to start with then once you have Xcode installed (you can download it from
http://developer.apple.com/iphone - you may as well get the iPhone SDK at the same time in case you ever want to do some iPhone stuff) you should get yourself a decent book. The two books I will recommend are "Pointers on C" and "The C Programming Language 2nd Edition".
If instead you would rather start with Python you can just head over here and read this tutorial:
http://docs.python.org/tutorial/index.html - I have to say that Python is incredibly nice to use and despite what some might say it is as good as any other language I hear people recommend.
I would personally recommend that you ignore anything with the work BASIC in the title.
P.S Read the guides at the top of this forum.