I keep hearing programs that now support retina display like photoshop cs6. Isnt it just a high definition display why would it have to be programmed for wouldn't everything support it?

Are these OS X or Windows programs? If they're OS X, they actually have to be programmed using the Cocoa and Quartz 2D frameworks, otherwise they'll be rendered in low resolution and up-scaled on the screen. Windows programs is a bit of a different story, as Windows 8 isn't supported by Boot Camp drivers on any Apple products yet (and it has a decent chance of handling the high DPI), and Windows 7 has three different "scale modes" (100%, 125%, 150%), with 150% being the closest you can get to a normal text size on the Retina display, but most Windows apps don't take this into consideration and look like crap when used with anything but 100%.

Edit: I'm using one right now, too...

Remember, the Retina display isn't about resolution, it's about DPI (Dots Per Inch). A higher DPI means you have a higher resolution, but a higher resolution doesn't necessarily mean you have a higher DPI (2880×1800 on a 15" screen is about 220 DPI, whereas 2880×1800 on a 27" screen has a much smaller DPI).

The operating system and your application have to take into account the DPI in order to give you anything that looks good. If you go on programming your game assuming there are 96 pixels per inch (which is what used to be the "normal" measurement several years ago and now many programs assume that to be true, despite better, higher DPI screens being made now), your text, images, etc. are going to look much smaller than you planned on when I draw them on my 15" 2880×1800 display. This is one reason why on OS X, you have to use the Cocoa and Quartz 2D frameworks to get your program to be rendered in high DPI (because otherwise when your program communicates with the operating system, your program is going to be assuming a low DPI screen and the OS has to accommodate for that).

When drawing text (and images) to the screen, pixels is a pretty bad way to measure the size of things, because 100 pixels on my Retina screen is going to be a lot smaller than 100 pixels on another "average" monitor. When doing graphics, you still have to deal with pixels, but if you don't think about how big those pixels are to the user (that is, how many pixels are in an inch?), things you draw may be too big or too small.

Ok I see what your saying if I draw a hud on the 15" or 12" mac book vs a big monitor it will be tiny.

Yeah.

Isnt this the case with everything though there are some 1080p phones so it should be standard to attempt to get the screen size/dpi from the os no matter what display so is retina just the marketing term for rendering to a scale that fits your monitor?

Yeah, this is an issue with mobile devices, but iOS and Android thought about this from the beginning and provide ways for the programmer to handle this. For example, on Android, you can provide multiple versions of images (low, medium, high, and extremely high DPI). You can also provide measurements in inches/centimeters or device independent pixels (these aren't actual screen pixels, they're kinda like points), or if you don't care about properly handling screens with different DPIs, you can use raw pixel measurements (but this is a very bad idea). Android also lets you use different layouts depending on the screen size and resolution, and if you, the developer, provide different layouts for different screen sizes or resolutions, it will automatically pick the layout that most closely matches the device. Since iOS and Android have been able to do this from the get-go, developers have been able to nicely handle different screen sizes and DPIs. However, desktop operating systems were invented long before high DPI screens ever came around, and it's only now that desktop operating systems are really trying to provide tools and APIs the developers need to properly handle both low and high DPI screens.

As for what "Retina" is: yeah, it's just a marketing term. The idea is that a "Retina display" has pixels that are so small that from the average viewing distance, they are too small to see individually and your eye can't distinguish one pixel from its neighbor, thus allowing a very sharp image. On the iPhone 5, the Retina display has about 320 DPI; on the 15" MacBook Pro, it's about 220 DPI, and on the 13" MacBook Pro, it's about 226 DPI. Personally, I hate the term "Retina display." It's just Apple's marketing way of saying "This is a high DPI screen." There are other screens out there not made by Apple that have just as high or higher DPIs, but since they're not Apple products don't have the "Retina" marketing term applied.