The problem with writing a device driver is that you may need access to some specs for the device, which most likely those are not publicly available, and notice that device drivers on windows are pretty much never open source. You bought the device, but you did not pay for the specs yet, and chances are no one's gonna give them to you ;)
Also, if writing a device driver is anything like it is on linux, it's not a trivial task. It may be a good learning experience but if you cannot get the information you need about the device from the manufacturer, it is likely to end in frustration and failure. Some devices can be probed and "reverse engineered" , but that might not be a good idea for your first attempt. You'd be better off learning with a device that has an open source driver you can examine, or where the relevant specs are available. This excludes most normal consumer items.