That's really impressive i think. I was just worried I would get to far in and I wouldn't be sure how to advance forward whether graphically or just base programming wise. But if you were able to do that with only a few things that i'm not really worried.
That depends on the game, and it depends a lot on your personal coding style. You can write a complete game in conformant C++ without using a single structure or class. That may not be the cleanest way to write it, but it can be done.
My personal recommendation is to not worry about pre-learning concepts in programming. Go write a bunch of programs (games even) and when you find something that seems awkward or difficult, see if there's a tool or technique that can make it easier. Generally there will be.
My first graphical game: a 2D shooter written in Pascal used only goto, global variables and the borland graphics functions (everything was made by filled rectangles or lines) so it is definitly possible to write a game with little to no knowledge of the language you use or even programming in general. (As long as you are persistent), Ofcourse i only managed to make 3 levels (hardcoded as i really didn't understand file I/O) before things got unmanagable but it was a game, i made it and at the time i was insanely proud of it.
Just start small and you'll be fine (Pong is a great starting place), These days getting help is easier than ever aswell so don't be afraid to ask for help if you get stuck.
No its not, it used to be when it was the only way to develop Windows applications but these days there are good cross platfrom wrapper libraries that take away most of the pain of dealing with the operating system directly.Is windows API really that important?
After I've done lots of learning and periodically quitting, I've stumbled upon direct X and I was disappointed that not
even half of what I've learned was needed. What I really should have studied instead of console programming is
But then again, lots of mistakes done and fixed, experience gained and style developed. It was "kind of" worth it.
I'd recommend avoiding the Windows API until you run into a situation where you have to use it. (For DirectX you probably have to use the Windows API to create a window and handle events but thats all and a decent tutorial will cover that for you) (If you go with OpenGL or a 2D graphics library you can avoid the Windows API entierly)
The Windows API is old, clunky and downright awful just like the X11 API for *nix and both of them have more or less been replaced by more modern APIs like .Net, Cocoa, QT, GTK, etc.