Sorry if this is a repost or if it is covered in one of the episodes, couldn't figure out how to search and I'm only up to Push Buffer Rendering.
In writing the platform code for my own project, it occurred to me that the call to DispatchMessage may not even be necessary. Dispatch message seems to be designed for "dispatching" messages to their respective windows within an application. Since we only have the one window, we should be able to side step the call and process the messages outside of the window procedure in the same way as the keyboard input. This would allow us to remove the window procedure completely and allow us to get closer to the functional-ish style of program Casey describes when the keyboard input handling is originally pulled out. This should involve setting the window classes window procedure as DefWindowProc or, whatever its called, if I'm not mistaken.
Is this accurate?
EDIT: It occurs to me now that the meat of this isn't really whether or not DispatchMessage is called. It is more that we don't need a custom window procedure unless we act on unqueued messages. I don't have the experience to know whether or not that's something that happens often, but I presume its fairly likely and that its best to keep a custom window procedure. I guess that makes this post somewhat redundant, but typing it all out helped me think through the problem, and reading it might help someone else.