C++ and Objective-C are languages; Cocoa is an API. If you want to make desktop apps, you will need an API like Cocoa no matter what language you use. Some more C++-friendly APIs are WxWidgets and Qt. But they are not as Mac-like as Cocoa.
There are also Cocoa bridges for a a variety of languages besides Objective-C, including Python. Personally I've never made a Cocoa app in any other language so can't comment much on that.
C++ Objective-C can be used in the same programs -- even in the same classes and files (rename your .m files .mm). If you're just beginning, though, this might create a lot of confusion. For example, you can't treat C++ objects the same way as Objective-C objects, so passing data around can be pain in the butt.
If you're interested in making cross-platform apps, using Qt or WxWidgets along with C++ or Python would be good choices. Cocoa is basically limited to Apple's world (there are related APIs like GNUStep for Objective-C on Linux, but they're not really cross-compatible anymore).
Or maybe you don't even care about making desktop/GUI apps, in which case Cocoa is not for you.