I started out with openGL. not to make games but I like graphics for output rather than cout'ing everything while learning to program. I chose openGL over directX as I think it is a little less confusing. openGL does not include sound. So for this you have to use some other library. If your general programming skils is a little rusty, I agree with Disch that you better go for some of the easy stuff like SFML or Allegro.
Allegro is pretty easy, the quality just seemed lacking in the different allegro games i played.
I've been learning Irrlicht and it's pretty nice, fast, and easy to learn. You might want to give it a look.
OpenGL and DirectX are what you want to aim for, but if you're just getting into it, then learning an easier API might be a good idea to understand the concepts.