Okay, I can help! I'm trying to learn C too, and I decided to use the GNU Compiler Collection/GCC because it's completely free. And neat.
Here's what I did.
1. I read up on some C tutorials. (
http://www.cprogramming.com,
http://http://cppreference.com/)
2. I downloaded Dev-C++, which is like a GCC, with IDE, for Windows. Really good, and not DOS based. And it comes with its own C tutorials! (
http://www.bloodshed.net/devcpp.html)
3. I read up on some more C.
4. I realized that Dev-C++ is just a wrapper around the GNU Compiler Collection, so I began to learn to use those individual tools.
5. I read about GCC. (
http://gcc.gnu.org/,
http://gcc.gnu.org/onlinedocs/))
6. I read about Make, which can help create and package my code by using GCC and other tools. (
http://www.gnu.org/software/make/manual/make.html)
7. I realized I needed some Windows-compatible GCC tools, but I didn't want to download Cygwin (which is almost a complete Unix tool emulation layer). Instead, I downloaded MinGW, which is a collection of individual GNU utilities ported to Windows. (
http://www.mingw.org/)
8. I started writing some files, and began programming for the Sega Saturn!
...okay, your final result might be different, but that's good. I didn't at first realize how to get started. After I read up on how using the GCC collection and tools, then I realized how they all work togther. ...I need to actually program some more.
While you're at it, of course http://www.gamedev.net is probably pretty handy, and Cprogramming.com has some example links to good OpenGL and SDL demonstrations.
Does this sound like a good place to start?