If you want to write a program that only runs on one individual's computer, you can use just C++ and avoid all libraries.
The point of a library is not to simplify stuff, but to abstract
For example, I'm using an old NVIDIA TNT2 card on a SyncMaster 753DF monitor with XP and Kubuntu. My wife is in the other room using a GeForce 6150SE on some generic Sony PnP flatscreen monitor with Vista.
I can use the SDL library to write an application that will work perfectly and identically on both systems. That is because the SDL DLLs handle the hardware and software differences between the two. If I were to just use C++, I'd have to go back 20 years to the days when games were distributed with a zillion graphics drivers -- each one written me in assembly. No thanks.
Further, you are being confusing.
In your first post, you stated that you knew about (or at least the existence of) three specific libraries: GDI, OpenGL, and DirectX; and you asked which you should use to most easily make a game.
In the second, you expressed confusion about GDI+ when a very elementary extrapolation, or for the -- forgive me -- less thoughtful, a simple google search, would have told you that GDI+ is GDI for C++.
In the last you complain that you don't want to use a library
. This is at direct odds with your first post where you specifically stated "I need to know which [of the listed libraries] is easy to learn" and "I want to make a game".
Don't do it the hard way. Use a library.
For 2D stuff, I also heartily recommend SDL
For 3D stuff, I recommend OpenGL
(OpenGL Toolkit FAQ)
(Basic OpenGL Lighting)
(NeHe Productions: start here)
Hope this helps.