The other answers provide pretty good direct answers. However, my first instinct is to jump to the meta-question: "What is your reason for learning Objective-C?" The reason I'd ask that is because the guidance I'd give depends greatly on your motivations. For example...
- You have heard that Objective-C is a powerful language and want to see if using it will make your programs cooler, easier to write, whatever. I'll be frank — unless you're planning to eventually do Mac/iOS development, there's little point in learning Objective-C, other than academic curiosity. I'm a longtime Apple guy, and I love Objective-C, but if you are on another operating system, and plan to stay on it for the foreseeable future, there's little point. Objective-C has some extremely cool features, but the benefits of the language itself are generally not compelling for most people. It becomes very powerful when coupled with the Cocoa frameworks provided by Apple. GNUstep provides a degree of interoperability, but if you're going cross-platform, there are better options.
- You're planning to write Mac/iOS software, but don't have a Mac yet. If you're at all serious, I recommend getting a Mac sooner rather than later. While you can learn Objective-C using an IDE on another platform, nearly all Objective-C tutorials and books assume a Mac environment. There will be practically zero support for third-party tools, especially on the forums and lists that are likely to be most helpful to you when learning. (Of course, I recommend at least considering a Mac to anyone, not just people learning Objective-C. You can dual-boot to Windows if needed, so it's a more flexible development investment. Still, I know not everyone can drop cash for a new Mac.)
- You're planning to write Mac/iOS software, but want to do it all from a PC. If this were the case, I'd suggest stopping now and re-evaluating priorities, for several reasons.
- Apple's tools are the best tools for developing Mac/iOS apps, bar none. Not developing on a Mac puts you at a huge disadvantage. Imagine trying to develop .NET software in Eclipse, KDevelop, or emacs. It may be possible, but it's not a smart way to do things.
- Unless you use a Mac regularly, you'll never understand what a good Mac app feels like, or how to design one. Consequently, you'd be likely to get user complaints over issues that may not make sense to you, and ill-equipped to address them.
- Third-party support for Objective-C and Cocoa will always lag behind that of Apple, and have a different set of bugs. You won't get the best experience, and neither will users. Coding for two Objective-C implementations is likely to drive you nuts in record time.
- Most non-Mac people don't care about Objective-C, so language plugins and compilation support are unlikely to be well-developed, let alone exist in the first place. Aside from the code editor, you'd need libraries to compile and link against. Again, Xcode is the gold standard for Objective-C. Besides, project setup and administration in Eclipse is a pain even for Java.
I realize this doesn't directly answer your question, but I hope it provides some insight, whether to the asker or to someone else in the same situation. Cheers!
