What to do for my first 2d game?

Pong is a good idea for a first 2D game. I wouldn't use DX10, as there's just a whole lot of unnecessary coding involved. Wait until you do a 3D project for DX10. SDL is a good idea, as it includes functions for loading images and such, without too much code that complicates the project.

It depends on what language you are using too. Ill assume your using either C or C++ in which case I would recommend SDL for C and SFML for C++. Either API would work though and make it easy to get a game up and running quickly. I also second the advice to not using DX10 for something so simple.

Alright, I thought it may have been a bit much for this. Yeah I am using C++. I havent really looked into SFML before, might be a good chance to do so.

Python with pyglet or pygame is also a good alternative to the old C/C++ and SDL route. Using Python boosts productivity quite a bit.

Then I'd have to learn a new language. I'm not in a rush for developing games really. Besides if I ever decide to go into game development for a career, I then have a portfolio of C++ games. I'd rather stick to a language I am already familiar with, and learn the structure and math behind a game, rather than a language. I a little go I started on a tetris clone in Java, using the Canvas and Graphics2d, as I needed a break from C++. I started adding components to it and that, since i was already familiar with Java, it wasn't a problem really.