If you are new to programming windows the DX samples are a bit confussing because of the windows API is mixed in. So first of all get used to programming windows there are a number of good books available.
From this point a good book on Object Orientated programming will help both in your coding and with DirectX.
Once upto speed with these the SDK documentation will be simple enough to starte writting DX applications.
If you are up to speed with the above then start by wirrting Direct Draw programms witch will help with the general concept of DirectX , don't over complicate you code by mixing other DirectX components and don't make you life difficult by using Exclusive mode as you will not be able to debug into these.
Happy coding