Each PIC has it's own peculiarities, as do most CPUs.
MPLAB is the development environment.
PICkit (2) is one of the hardware environments for development/programming.
Other development tools are:
MPLAB SIM, a simulator
MPLAB ICE 2000 and ICE 4000, sophisticated hardware development environments that allow single stepping, breakpoints amongst other features.
MPLAB ICD 2 is development debugger/programmer with limited features, and cost.
Start with a few of the simple examples and make a LED blink, and read a switch, then as you learn make your environment more complex.
If you start off complex, nothing will work first off (unless you are a nerd)
KISS. Keep It Simple, Stupid is a good approach.
Each chip type has features and hurdles during development.
You get one working nicely. Change to a different chip, then have to learn new features.
Welcome to pre-school.
Then there is the programming languages to choose from, according to how deep your pocket is.
You will probably start with assembler.