Please stay away from Direct3D!!
I can't speak for the API design or any of that, but Direct3D is only available for one platform. (As I understand it, the XBox version is actually a different API). If you learn Direct3D, and later decide that you want to target Linux, OS X, Android, iOS, PlayStation, et cetera, then you'll need to go back to OpenGL.
Right now, I guess you're only concerned about Windows. But think about 5, 10 years from now. Windows is the most popular OS because people are used to it, and developers don't bother to target other platforms. That's changing. College students are picking up OS X and finding it to be a smoother experience. Nerdy, curious developers like myself are installing Linux on an old computer or in a virtual machine, and finding out how much freedom it provides (you don't need to alter any source code, just change settings). Windows is on the decline.
Plus, there's the whole mobile device thing. You want into that market, and you need to know OpenGL ES.
If you really think that Direct3D offers enough benefits to warrant learning it, go ahead. But first, do yourself a favor: try Linux. Install it in a virtual machine, or an old computer, or set up a dual-boot on your current computer. Experiment a little. Try to find the right desktop environment for yourself. If it turns out you like GNOME, or KDE, or Unity, or one of the other thousands of desktop environments (just try five or so, not all of them) better than what you get with Windows, then it's better you find that out before you devote a bunch of time to learning an API that won't work on other platforms.
I used to use Windows, and I couldn't understand why anyone would bother to use anything else. But once I tried Linux, I realized that I'll never again be satisfied with an OS that forces me to pay for every new version, requires anti-virus, hogs my system resources, and won't let me customize things.
All I'm asking is that before you jump to a proprietary, single-platform, can't-get-the-latest-features-without-buying-a-new-OS-that-you-may-hate API, you make sure you're okay with only ever releasing games for that platform.
Sorry for the rant about the awesomeness of Linux. I just think that--especially with SteamOS--you need to take it into account.