It kind of depends on what you are trying to learn.
If you want to learn about how GUI libraries work as opposed to how to use them then you want to look at plain Win32.
If you want to learn how to use them then you'll find C# or VB with WinForms the easiest to pick up. And of course they let you use a great designer.
Don't worry about issues like cross platform whilst you are learning the basics! You should focus on learning principles rather than specifics.
