Hello. I just ran your code with one of my music files and everything works just fine. The problem might be your samlple.wav isn't being recognized by the compiler. In which case, you can put the wav file in the same directory as your .exe.
I'm a beginner also with SDL. From my experience, I can say it is a lot easier than learning c++. It just takes time getting familiar with the syntax. I guess i'd recommend it based on the fact that there are plenty of tuts out there on learning the basics and it's not really hard.