So I made my first iphone application; I want to test for memory leaks and the general feel and design of the user interface, so how do I put it on my iphone?
There is documentation on the developer portal which guides you through provisioning a phone for development purposes. Using Xcode you can set your target to the device after you follow the steps in the dev portal (really simple, but I'd like you to read them from there to ensure you are actually in the program) then you will be able to build and run or build and debug and it will install the app to your phone, where it will run and you can debug it there, attach instruments, etc.
EDIT: Link as requested.
Here is the guide - https://developer.apple.com/iphone/download.action?path=/iphone/iphone_developer_program_user_guides/iphone_developer_program_user_guide__standard_program_v2.6__final_3410.pdf
But you need to register for developer account to access this.
BTW: Congrats on your first app :)