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Ok, I am starting DirectX and learned how to create a window, which is not DirectX, but I must learn it. I am having trouble remembering the parts of the class structure and functions involved (WinProc, WinAPI, etc.) This is just for a basic window to let you know. So how do you remember all this stuff? Is it just repetition?
I guess so. If you also read books on the thinking behind Windows you'll understand the reasons behind window classes and other things too, which helps a lot.
The stuff that you mentioned, you'll probably just memorize by repetition after awhile. Specifics really aren't that important, though; for example, you don't need to memorize all of the members of the WNDCLASSEX structure, or all the different window styles, or every window message.
I don't think anyone memorizes everything (i.e., all the arguments to functions, struct members, etc.) The trick is learning how things work in general, then using a reference for the rest. Once you understand msdn explanations, a lot of it becomes simply looking at the documentation.