This might be a dumb question to some of you and maybe I asked this question wrong, because I am new to c++. But I notice when working in a lot of win32 applications, you use a lot of resources that are pointers. Why do you have to always acquire a objects pointer ? why not initiate a new instance of the class. and speaking of that, I notice in most cases you never initiate new object's, but always call on methods that return that pointer. What if that pointer is being used somewhere else. couldn't you mess something up if you alter that pointer and it is being used somewhere else.
Windows APIs were designed for C, which was and still is the most used language for system programming; C APIs are the de-facto standard for system APIs, and for this almost all other languages had and have some way to call external C functions, so writing a C API helps to be compatible with other languages.
C APIs need just a simple ABI, that consists of almost just the definition for the calling convention to use for functions (and something about the structures layout). C++ and other object oriented languages, on the contrary, require a complex ABI, that must define how objects are laid out in memory, how to handle inheritance, how to lay out the vtable, how to propagate exceptions, where to put RTTI data, ... Moreover not all the languages are object oriented, and using APIs thought for C++ with other non-object oriented languages may be a real pain (if you ever used COM from C you know what I mean).
As an aside, when Windows was initially designed C++ wasn't so widespread on PCs, and also C wasn't used so much: actually, a large part of Windows 3.11 and many applications were still written in assembly, since the memory and CPU constraints at the era were very tight; compilers were also less smart than now are, especially C++ ones. On machines where hand-forged assembly was often the only solution, the C++ overhead was really unacceptable.
For the pointers thing: Windows APIs use almost always handles, i.e. opaque pointers, to be able to change the underlying nature of every resource without affecting the existing applications and to stop applications to mess around with internal structures. It doesn't matter if the structure used by the window manager to represent a window internally is changed: all the applications use simply an HWND, which is always of the size of a pointer. You may think at this as some kind of PIMPL idiom.
However, Windows is in some way object-oriented (see for example the whole "window class" concept, or, at a deeper level, the inner working of the NT kernel, which is heavily based on the "object" concept), however its most basic APIs, being simple C functions, somehow hide this OO nature. The shell, on the other side, being designed many years after, is written mostly in C++ and it provides a really object-oriented COM interface.
Interestingly, you can see in COM all the tradeoffs that you must face in building a cross-language but still C++ biased object-oriented interface: the result is quite complicated, in some respects ugly and not really simple to use from any language. The Windows APIs, instead, being simple functions are generally more easily callable.
If you are interested in a system based on C++ APIs you may have a look at Haiku; personally, this is one of the aspects because of which I am quite interested in that project.
By the way, if you are going to do Win32 programming just with the APIs you'd better get a good book to get used to these "particularities" and to other Win32 idioms. Two well-known ones are the Rector-Newcomer and the Petzhold.