Well, I can give you a little heads up on how to get started.
- Start Photoshop
- Go to File > New.
- Change dimensions to 60px by 60px.
- Make the background contents transparent, and hit ok.
So now, you have a blank "canvas." Here, you can go many different ways about making a an icon.
On the left hand side, you have many tools. If you have a one column toolbar, you might want to use the top one, or the 18th one down.
If you have a two column toolbar, you will want to use the top left tool, or 9th one down on the right column.
Hint: When you click on these, click and hold for more shape options.
These tools I mentioned, will get you the basic shape you want for your icons.
Just, look around
Good Tutorials[Photoshop] to learn different techniques on how to use layer styles, and more.
You won't be a master right away by no means, but should get you a kick start.
Here is a list of the dimensions for all customize images on the iPhone
Hope I was of some help.