Coming from a C# background myself I found that most of my skills transfered over pretty smoothly. What you need to focus initially is memory management. There is no garbage collection when doing iPhone dev, so there is a lot to keep track of when you first start.
The other area where I had to make some adjustments is the fact that you are developing for a mobile device with limited resources as compared to developing an application for a desktop. Though this is more of an issue of moving from developing for desktops to developing for mobile apps it still is a consideration. You're code will have to be light and tight.
You'll also need to get a good grasp on Interface Builder. With Visual Studio you can layout your UI, click on an object in your UI and your taken right into a function. In IB it's a lot different, you can't double click on say a button and have IB take you right to an ONCLICK function for that object. So in regards to UI design your have to get use to a different work flow when building out your GUI componants.
Lastly, having come from a C# background I had some struggles getting use to Apple's online documentation. If you do any kind of Microsoft development you're use to MSDN, Apple's offering, in my opinion, is lacking many of the features of MSDN.