I would start with iOS. With each of these paths, you will be ready to build your first project.

Books

http://www.amazon.com/Objective-C-Programming-Ranch-Guide-Gu...

http://www.amazon.com/iOS-Programming-Ranch-Edition-Guides/d...

Videos

http://www.codeschool.com/paths/ios

http://teamtreehouse.com/library/ios-development

I've heard this is a really good introduction book, http://www.amazon.com/Objective-C-Programming-Ranch-Guide-Gu...

Having read their Cocoa programming for OS X book (http://www.amazon.com/Cocoa-Programming-Mac-3rd-Edition/dp/0...), I can wholeheartedly recommend their books.

Not much to add, the other comments are pretty good. I learned the most from Apple's sample source code, and from reading through open source projects on GitHub. Also, my former company send me to WWDC and the sessions are pretty insightful, too. If you pay for an Apple Developer membership, you get free access to these videos, and many of them are worth it. Though nowadays it's mostly iOS. In 2007 or 2008 there were lots of introductory Mac development presentations.

It's probably best to start with a small project and tackle one project after the other.

I also read this book which helped since it tackled all the basics that one needs to know for a full Mac app. It's german only though (http://www.amazon.de/Objective-C-Cocoa-Nachfolger-Tiger-XCod...) alternatively the aforementioned Hillegas (http://www.amazon.com/Objective-C-Programming-Ranch-Guide-Gu...) which is really good.