If you’ve never done any microcontroller programming, start with an arduino.cc. It’s the best way of getting started with embedded hardware programming.
If for whatever reason you’re determined to use PICs (cost, availability of free samples, you already had a bunch of them, etc.), you should get a pickit3 and use the netbeans-derived MPLAB X to develop, program and debug your devices.
But if like me you’re in the weird position of having a bunch of PICs, a Chinese knockoff pickit2 and a strong dislike of Java, here’s how to set up a *minimal* C development environment on a Mac.