Hey Nicolas!
I am a 14 year who is learning to program for the iPhone.
Right now I am going through some books published by Apress.
The first book I got was written by Dave Mark, published by Apress. You can see it at Apress.com
It was called 'Learn C on the Mac',
Since objective-C is a superset of C it is great to learn C first.
The second book I got, which I have started reading now is the second in the series,
its 'Learn Objective-C on the Mac' .
I find these books are very, very well written and they present advanced concepts in simple to grasp ways using a lot of code examples so you can master some in depth techniques.
I strongly advise using the second one for when you learn Objective-C. (By the way, this book assumes you already know the basics of coding in either C, C# or C++, thats why I got the other one first)
Once you are comfortable with programming your own small applications and stuff, start to work with cocos2d. :)
If you need any help feel free to contact me. ;)