I like to further add to this. I never formally studied Win32 API/MFC. I started using Visual C++ 4 when I first got interested in GUI programming. Anyway, I wish I kept that foundation then, as I never caught on quick enough (I was rather young then, actually), so I studied Visual Basic instead.
For some reason, Delphi never interested me even though I knew Pascal well enough, but I digress. These days, I work in IT and develop installer scripts in NSIS - and every so often I need additional functionality that NSIS doesn't provide, so I make my own plugin and to keep it quick and dependency free, I opt for Win32 API opposed to MFC or even full blown C++.
The main reason for this comment, is that my own curiosity got me hooked. I like to know more, so where is the best resource for learning the API. A book? Website?
Would MFC still be worth tackling as well? I did see a website about a fellow that develops Win32 GUI apps, in assembly! I think that is overkill, honestly, but it is compact, fast code, interesting, the concept, but I never was able to get the hang of 80x86 assembly (hell, even RISC assembly in college I never was able to do!)