You need something forgiving, cheap, ubiquitous that will allow you to write cool stuff fast and learn OO principles without involving a lot of libraries, which are a mountain to climb in themselves.
The answer is Javascript and the DOM. The challenge is, write your own windowing/control system from scratch. No helper libraries. Once you have written the sizable, draggable, minimizable, etc window, implement all the standard controls. If you get this far you should have a decent grasp of OO and architecture and be itching to do something "real" where all the controls are provided for you (C#). If not, you might continue making a GUI designer for all your controls, and give them persistence.
You will stumble, you will fall, you will bleed and be scarred -- but you will know the minefield now, the WHY and not just the HOW.
Sure, you can steal bits of code from the net, but be sure to make it your own, make it something other than what it was, better, more integrated, more intelligent.
Once you feel at ease with JS, moving to C# is much more fluid.
Another approach if this sounds too cheesy for your abilities, is to go into ActionScript, try to build the same spec I have given on that platform.