There are loads of great resources out there for learning Cocoa for Mac development but because Xcode 4 is so new you aren't going to find much aside from Apple's own documentation.

But I strongly recommend you check out Programming iOS 4: http://oreilly.com/catalog/0636920010258

It's still in development and has just been updated to cover Xcode 4. I've been reading the previous edition and it's brilliant: great writing and the first half of the book is applicable to both iOS and desktop Cocoa development. As a relatively new Mac developer (1-2 years) this really consolidated my knowledge of Apple's frameworks and Objective-C.