I would start here
MSDN Development for beginners[
^]
Then I would also read articles here and also attempt to solve some of the questions here to (not necessarily answer them, but a bonus if you can) as it will improve your troubleshooting skills also.
But as John has stated make your own versions of existing small applications and then once you've built it, improve the code, make it faster, make the code footprint smaller.
But otherwise keep reading keep coding..