It’s a good idea to become a member of the Apple Developer Program (99 USD p.a.), but since Xcode 7 you can start testing your apps without a paid membership.
Apple’s Developer Program gives you access to many resources.
Clicking on ‘Certificates, Identifiers & Profiles’ opens a page from where you can learn about all of this:
As next you need Apple’s IDE to be able to compile and deploy Apps to your iPhone or iPad: Xcode. Search for Xcode inside the OSX App Store and install it:
Open Xcode and create a workspace.
Other articles explain HowTo prepare for Android OS and HowTo prepare your iPhone device.