I recently picked up Objective-C and cocos2d at the same time. I did a lot of reading about objective-c in the beginning to give me a primer. Aside from the syntax, most of that knowledge remains unused in my game. The most important things to learn about objective-c before starting in on cocos2d tutorials are, memory management, and debugging.
The reference count memory management might take a minute to get used to depending on what languages you are coming from. The general rule is, if you alloced/copied (without autorelease) or retained it, you must at some point release it, and if you need to use something beyond the current scope, you should retain it. You can see from some cocos2d examples of overwriting an objects dealloc method in order to dealloc anything you created/retained.
The debugging took me a minute to get used to as well. It helps if you add a high level try/catch block that you can use to log uncaught exceptions, otherwise some of your errors will give you little info to go on. You may also want to research/mess with some of your project settings to allow for better bug catching, such as enabling zombies. A big causer of crashes in objective-c is sending messages to already dealloced objects. Once you come across a badaccess error that you can't figure out, you will basically be forced to get knee deep in this stuff in order to figure out the cause.
Some other purely objective-c knowledge that will come in handy are getting very familiar with how NSArray and NSDictionary objects work, how they automatically retain/release, and how they can only hold objects (no primitive values). To work with floats/int and arrays/dictionaries, you need to convert primitives into something like an NSNumber object, which can be done fairly easily with a little research. Another helpful too is knowing how to save/load plists. There are convenience methods for doing this on NSArray and NSDictionary objects. This along with a little knowledge of the NSFileManager should be enough to help you save/load game states. If you want to get really fancy/clean in your coding, you will also learn about observers in objective-c. KVO can be great for making your UI update automatically on a certain objects property changes. For instance, my HUD KVOs the player object's life, so that when the life value changes, the HUD automatically updates. This can allow you to make a cleaner MVC type application. You can also register to listen to other types of messages (not just property changes), just make sure to unregister your listeners when you are done listening.
My last bit of advice would be to always pay attention to XCode warnings. If you are getting one, and you don't know why, you should figure out why. Some simple ones you might be able to ignore, others may cause bugs that you will not be able to track down any other way. For instance, I once used the function max() in my code, and xcode gave me a strange warning that I didn't understand. This caused havoc on my program by corrupting the stack. When I changed max() to MAX(), three or four unexplained bugs instantly disappeared. This kind of thing can set you back weeks, and take serious combing through every piece of your code if you don't catch it right away.
The rest can mostly be learned by looking at cocos2d code/examples. Good luck.
