Open the Mac App Store and get the latest version of XCode. You can download and use it for free...
Open XCode from your programs folder, or by opening "Launchpad"
To develop your Apps, go on "Create a new XCode Project" to start a new app project.
For your first steps with XCode, or objective C, select the "Single View Application" start point, to start developing your applications with a single view...
Now just give it a name, and select options like shown on the screenshot above
Now we are ready to develop our first real application for iPhone/iPod touch.
The next how to will be, how to code my first "Hello World" App with coding step by step from first step to last step with coding screenshots... Stay tuned... :-)