Here are some resources to get you started ---
- OpenGL tutorials and resources
- DirectX tutorials and resources
- Your one stop shop for anything game dev related, articles, tutorials, books, forums and industry relevant news it's all there.
- SDL (Simple Directmedia Layer) a cool and extensive game programming library.
- A audio interface library.
- The OpenGL website.
C/C++ and Windows programming:
- Excellent intro to C/C++ tutorials!
- Very nice intro to Windows GUI programming.
cboard.cprogramming.com - Popular programming forums.
- Nice Win32 GUI examples.
- Various programming tutorials.
- Microsoft Development Network, the essential bookmark for all Windows developers.
- All sorts of cool Windows tutorials.
That's about all I have off the top of my head but it's something.