The classic reference is
Programming Windows, Fifth Edition by Charles Petzold. It came out during the Win95/98 & NT era. All the information is still valid today and it covers everything from window creation, unicode, message loops, mouse/keyboard input to midi and basic threading. All examples are in plain C and use the Win32 API. It not specific for games, but contains all the info we'll probably be using for the Win32 platform layer.
The other great resource that goes into very technical details of the Win32 API is Raymond Chen's blog
The Old New Thing. It's a gold mine of info you can't find elsewhere, but you'll have to do a bit of searching to find particular topics.