I was searching over the internet for the most important Windows messages to process for an application, but I didn't find a list, even on msdn.
Please send me a list of the most important ones, I really need it!
It goes on like that. The messages are more or less grouped into the section that they are most relevant in. Usually you'll be fine processing the messages you know you want to do something with and leaving the rest up to the DefWindowProc().
EDIT: I want to mention that there are more messages but again they would be listed in their relevant sections in MSDN.