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You're right, there are too many choices.
For starters, no need to spend money, just go for a free compiler and IDE. Microsoft's Visual Studio isn't bad but the free version is crippleware. Better to start with something else.
Back in the day I had started with a Borland DOS IDE and compiler, then moved to the DJGPP compiler. Both are oldy moldies so wouldn't recommend them unless you love the DOS environment. At that time I used Allegro as a graphics programming library.
The latest I've used is Dev-Cpp with MinGW, and WinAllegro (I ported an old uni project into Windows with it). You can start with this, as there are plenty of tutorials. For graphics library, you can use Allegro or SDL... the latter is very portable so you have very reusable code if you use it.
Why do I talk about graphics libraries? Well the best way to learn is to spend a lot of time coding and debugging. Might as well do little games or useless graphic widgets to keep it interesting.
You can probably find some old DOS game programming books and follow their examples. In first year of uni I spent too many 3am coding sessions with my trusty copy of Black art of 3D Game Programming (never done 3D but the book covers a lot of graphics programming in general). Then I got a life from the 2nd year :-)
 [download a life]
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