I had great difficulty learning OpenGL 2 years ago, I found it difficult and it was one of my worst classes, I had a much easier time with DirectX, using C# XNA.
Word. XNA is a pretty good Framework (not an Engine!). It's simple to start with but you also have the flexibilty to do everything you want. AND you get the ability to release your game in XBLIG for free (almost...
).