First off - I recommend you getting Code::Blocks. It's really good IDE, and it's cross-platform.
Make sure you have version with GCC 4.8+ - it will allow you to use latest features of C++(C++11/14).
Secondly, go for a tour on SDL - e.g. lazyfoo tutorials. He's describing SDL 1.2.15, which is old and not hardware accelerated, but there's nothing wrong with it really - you are new to programming, new to graphics; you have to learn first before being able to choose.
After going through tutorials, you can either decide to switch to SFML, which is written with C++ in mind(therefore, its code looks more like C++ code), but it's also less mature.
Personally, I stick with SDL. It has everything I need.
If you stick to SDL and decide that you want to use SDL 2.0(the "new" SDL), then you should probably be already fluent enough in setting up external libraries that you will not need any assistance.
For simple games, I strongly recommend SDL. 1.2 has nice database of tutorials, and you can find some open source games that are using it. SDL 2.0 is newer, a bit better, hardware accelerated, so a bit faster.
Anyway, it will not matter too much if you choose SDL or SFML; you're the one writing code, am I right? :)
Just grab Code::Blocks, SDL/SFML, and GCC 4.8+, and you're good to go. If you want to have more functionality, consider getting Boost library. It's almost non-official standard library. If you ask for some functionality, then most of the answers would be "Boost has it; And if it does not, write it and add it too boost.".
With these tools you can make games.
Oh, and I would not be myself if I wouldn't say few thigns about learning how to make games. Just remember that your focus is to learn how to create games, and write a good code - you do not want to sell AAA games, so if you feel that your code isn't okay - don't hesitate with rewriting it.
Some useful links:
Also, you may want to learn how to use Git - it can help you with experimenting with code and making your projects available for world.