Hi ybrikeeg!
The first think you should decide is how far do you want to go developing games. I don't know if you know something about programming or you're just curious about this world:
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If you're a programmer or you know about this world then you could try learning how to work with
OpenGL, for example. It's a bit hard at the beginning, but once you're familiarized with the basic functions you'll find there an awesome starting point for nearly all games you can imagine (but, as all powerful things, it's a bit complicated).
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If you know something about programming but OpenGL seems to be a bit heavy for you or you simply don't want to go that far you can try a game engine, which is a "base pack" for creating a game that will take care of anything related to graphics and sound (of course you'll need to learn how to say him what it should do, but is really much easier than OpenGL, but less powerful too ;P). I recommend you to try
Cocos2D, it's free, easy to use, and there are some good tutorial about it.
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If you're still asking yourself what "programming" means (just a joke ;D) then you should start learning something about this. iPhone programming is based in Objective-C, C++ and C (however you can use only Objective-C if you don't know about programming and it could be better to not start mixing languages). Google for some tutorials about Objective-C and test with it. Start with simple coding, search for a "Hello world" example and go for it, but keep in mind that programming games can be something really hard to do, so don't expect start reading today and having a game tomorrow, but keep going for it! If you've never programmed maybe the best way to start developing a game will be with the
CoreGraphics framework, which is the one that iPhone uses.
Well, hope my answer helped you knowing where should you start. If you have any question about anything related to this please ask me and I'll help you if I can, but remember: if you've never programmed a game before you'll have to work a lot by your own!
Good luck!