Start with programming. Don't get too tied up in the specific language or platform yet, because (as you've seen) it can be a trap. iPhone programming in particular is a very specialized form of programming that typically scaffolds on previous programming experience.
Begin with a clean, relatively easy language like Python. (You already have it on your Mac, but it may be a bit old. Download a newer version at
http://www.python.org/download/mac/
Use Python to learn the basics of programming: variables, conditions, loops, functions, and objects. You can also use Python to build graphic interfaces, games, and web applications. The Mac version of Python allows you to interact directly with the Mac OS, so you can do quite a bit before you have to learn a more complex language like C or C++.
My book on game programming in Python features a tutorial on Python for beginning coders as the first four chapters. It then moves on to game development, which may or may not be what you're interested in.
Python and all the tools you need (including editors and debuggers) are entirely free. Better, your programs will also run on other machines, so you can share them with friends.