My approach to learning a new programming language involves reading and hands on practice, combined with a clear objective of what I want to accomplish. My initial objective in learning Objective-C is just to have fun and enjoy the intrinsic value of doing something because I want to. Where it will lead is unknown. I have some interest in music and photography that I would like to explore from a programmers perspective, but that is obviously after learning the basics. My first target in learning Objective-C is to build an application harness that will run on OS X and provide a foundation for any applications I decide to build in the future.
There are a lot of resources online for learning Objective-C, just choosing where to begin is a challenge though! These Tutorials for iOS were enough to get me started, as well as books on Programming OS X and Objective-C. These resources are fully updated with the latest improvements Apple has made to Xcode and Objective-C. The addition of ARC (Automatic Reference Counting) is enough to make any Windows developer happy. The image shows the first iteration of my OS X harness with Toolbar, SplitView and Alert. Source code is available on my SkyDrive, from the link below.