You do NOT need to know the advanced C++ shtuff
The Windows API doesn't require the use of classes, inheritence, polymorphisim. or the STL. This is because it doesn't use C++, it requires only C. The book Programming Windows, by Charles Petzold uses only C. The WinAPI does use a ship-load of pointers and structures.
The only downside of jumping into Windows, is that there is a lot of Windows-specific stuff to learn, and you can get derailed from learning the C++ language... you can learn how to make your programs look good, without learning how to make good use of the underlying C++ language.
You're right. Windows programming is complicated. I was shocked when first I got Petzolds book, and looked at his first "Hello Windows" example. It's almost two pages long, and all but a few lines are special functions, structures, and typedefs from <windows>. I thought I knew some C and C++, but most of this program was unfamiliar to me! Petzold does explain everything, but like any technical book, you have to read it slowly, and more than once! :)