I'm new to MacRuby (and Objective-C). Reading through some of the Cocoa documentation, I keep coming across parts that mention delegates conforming to protocols. So far, I keep setting my AppDelegate as the protocol for anything that talks about a delegate, but I'm not sure whether or not I'm conforming to the necessary protocols.
What do I need to know about Protocols and how do I conform to them in my application?
You need to understand what an [formal] Objective-C protocol is, including that it defines mandatory and/or optional methods. See Apple's Objective-C documentation. Protocols are a limited form of multiple inheritance whereby only behavior, but not state, is inherited. Other languages may call that interface or mix-in.
To conform to a protocol means that your class implements all mandatory methods, and possibly none, some or all optional methods.
Typically, protocol are used for delegates. It's a means to formalize the API that a class requires from its delegate. For a given delegate protocol, you need to understand that API. Refer to Apple's documentation regarding that specific protocol.
Finally, there is neither a way nor a need for you to declare that your MacRuby class conforms to any protocol. You can directly assign your class instance to the client object delegate. You are still required to conform to the protocol, but there won't be any compile-time checking. If you fail conforming, you can expect a run-time exception. Or some odd behavior. Or something.
That's my understanding anyway.