But if i want to make this cross platform? For example if i want to run this game in Raspberry PI? Is best i make my own gui library?

Personally I like GLFW is a minimalist platform independent way of opening a window and creating an OpenGL context and having a very permissive license. Out of the box, it works on "Windows, Mac OS X and many Unix-like systems using the X Window System, such as Linux and FreeBSD". My experience with the Raspberry Pi is limited, but shouldn't it fall under "X Window System"?

That said, I would advise against writing your own window manager library. Even for one platform, correct window management and OpenGL context creation is tedious. Not interesting, or important or "something you should be doing", just very tedious. Doing that on multiple platforms just makes something already annoying even more so and whatever you write will probably look very much like GLFW anyway (or simply worse).

There are scenarios where the minimalist approach is not enough, but if cross platform is still a requirement I would rather investigate SFML or even Qt if things go more in the direction of a full-scale application. Both are more heavyweight and feature-rich (much, much more in case of Qt).

Hi, i'm starting this topic to ask what is best GLUT or native window to use with OpenGL?

GLUT. Its easier, its cross platform. Believe me, if WinAPI is something you can handle with MSDN opened, X11 is hell.