How to make an iPhone game

For those guys and gals out there just getting started in iPhone/iTouch development, you may want to check out Kelvin Beecrofts Blog series on How to make an iPhone game.  It's not a technical series, but should give you plenty of hints in where to look to take your own first steps.
 
Some additional links that may help you: 
 
Cocos2D
A framework for developing 2D games on the iPhone/iTouch. Uses OpenGL ES in the backend for speed.  It is Open SOurce and being improved all the time. It is fairly light on documentation, so be prepared to scour the web for tutorials and hints.
 
NeHe OpenGL tutorials
If you want to get right in there and learn OpenGL, NeHe is a solid resource that has been helping people for years now.  Starting right from the basics, NeHe takes you through setting up a scene, creating polygons, lighting, texturing etc - the whole lot! Note of caution - this is not OpenGL ES specific, nor is it iPhone/iTouch specific, but the basic concepts are the same.
 
Unity3D
With a cheaper licence for indy developers, Unity3D makes it very simple to get in to 3D game development.  This is as close as you can get to a drag/drop 3D game creation tool that still is powerful enough to not limit you to a specifc game type.  And as an added bonus, any game you create can easilly be exported for PC, Mac, Browser and Wii as well as iPhone!