I would like to know the best methods for learning to program. I've been directed towards the Python language because I was told it is good for beginners. I ultimately want to make games for OS X/iPhone.

My problem is that I understand what I read but I can't apply my knowledge to anything. I am a programming noob.

Should I stick with Python? (is there a better language I should be learning?) Where can I learn programming theory? I get very hyper when reading my book sometimes, any tips on staying calm and focusing? What are effective ways to learn how to program? Are there standard exercises for programming? (I feel solving problems helps my understanding immensely)

Ultimately I feel like I am in a never ending tunnel that leads me no where. It feels like I am just completely unable to pursue anything in the world of programming, yet it is something I want to do very much.

Thanks.