Its an Integrated Development Environment, or IDE for short.
You can use other IDE's such as Eclipse or Microsoft Visual Studio for the PC.
Xcode is Apple's IDE for developing Mac, iPhone, and iPad programs.
You can use several languages in Xcode, depending on the compiler installed.
You can use C, C++, Objective C, and soon Swift, and I think you can write Python code in Xcode.
There may be more.
To develop apps for the current model Macs and devices you need a fairly new mac or macbook that will run an OS from 10.8 and up.
Cocoa is just a name for the Macintosh operating system API, or Application Programming Interface.
This is the library of functions and programming classes Apple has created to write applications that will run on the Mac OS.
So the programmer uses pieces of pre-written code from Cocoa to insert into their programs. This insures that the software they write functions according to Apple's specifications, and it relieves the programmer from having to write a lot of difficult and complex code themselves. This includes the graphic interface windows and buttons, and hundreds of processes for video, audio, animation, etc.
Cocoa is installed on your machine when you download Xcode. There is a separate API for writing iPhone apps. Cocoa is for developing Mac apps, iOS is for developing for iPhone and iPad.
To write an app for Apple products you will need to learn C and Objective C, or Swift.
There are some 3rd party applications that automate the creation of apps, so you don't need to know much about programming, but they are limited in what they can do.
Find some books on the subject, and watch the how-to videos on youtube, for some basic instruction.
