There should be plenty of guides for this on the internet.
You probably want a uart connection between the RPi and Arduino so google things like "RPi Arduino uart".
You will need to consider potential ~3V / 5V level conversion issues, what you find via googling should help with that.
I would recommend starting by breaking down the uart comms functionality into two separate basic verification steps. Connect one of the two devices (RPi or Arduino) individually to a PC first using a uart<->usb converter into a PC USB port, using a PC comms terminal app to verify that you have TX/RX working (you can do that one at a time too, I usually do the embedded devices TX first, ie. Check I get successful RX on the PC side first). Once you're happy you have one of those working, repeat for the other device (RPi or Arduino). Once both are verified, you can move onto connecting them together.
When connected together, you can choose to "sniff" the comms by tapping either one of the uart comms lines with the RX pin (only!) of the uart<->usb converter, if you want to sniff both uart lines from the PC you will need a second uart<->usb converter so you can have 2x RX lines. Whether this is much use to you really depends what you're doing. While developing your Arduino<->XBee code, that's probably going to be uart too, and you may want to do the same kind of sniffing of that uart connection for a while too.