Leaving the world of consoles

Ever since my first programming experience, I have been taught to use the console. Regardless of the language I program in, I always find it intuitive to print out values with simple functions such as "println(), printf(), cout <<..." and so on. However, to program something like a game engine, I would have to leave that world and enter the world of complicated but simple to use GUI oriented interface. Values don't just show up in some console, but may also show up in error windows or warning signs. It is now:
int WINAPI WinMain(HINSTANCE hInstance, HINSTANCE prevInstance, PSTR CMDLine, int showCMD){...}not:
int main(int argc, char** argv){...}
This is good bye my dear console! But this is not good bye forever