The Apple iPhone Developer Center has several videos, such as Introducing the iPhone SDK, Overview of iPhone Development Tools, and more.
The problem is my mac hasn't come yet. Is there a way to watch these videos on my Linux system?
Not sure about Apple, but it was very helpful at startup:
Christos Blog
They jump into code and tools rather than spending too much time explaining tools. I think they will help you.
I believe you need to download them from iTunes, which requires either Mac or PC, but they are standard mpeg-4 videos and should be viewable in vlc.
What is the point? Xcode and iPhone SDK work on Mac OS X anyway. Watching footage you can't play with would be just a tease.