About Window Classes
If no device-context style is explicitly given, the system assumes each window uses a device context retrieved from a pool of contexts maintained by the system. In such cases, each window must retrieve and initialize the device context before painting and free it after painting.
To avoid retrieving a device context each time it needs to paint inside a window, an application can specify the CS_OWNDC style for the window class. This class style directs the system to create a private device context — that is, to allocate a unique device context for each window in the class. The application need only retrieve the context once and then use it for all subsequent painting.
Windows 95/98/Me: Although the CS_OWNDC style is convenient, use it carefully, because each device context uses a significant portion of 64K GDI heap.