As a first step, make sure you get the idea of making anything really useful (app, or even a game) out of your head straight away. Programming is a lot more about staring at text and reading documentation for hours than it is about submitting shiny apps to the App Store.
If you understand that and still are interested, I'd say learn Java. Object-orientation is really great (Objective-C is object-oriented, as well), and you don't need to care about memory management and pointers. Plus, Java's syntax is quite similar to C's (and thus - to some degree - to Objective-C), which is the best language syntax I know. Transitioning to Objective-C / C / C++ will be much easier after you have learned Java.
I have always found the toughest question to be "What should I program?". I strongly recommend to make command-line programs only at first. GUI programming isn't anything interesting and doesn't learn you a lot either. If you want something really simple, you can of course try that. If not, program anything to understand programming concepts such as object-orientation.