Rather than create your own windowing system in XNA, you might try
using XNA with Windows Forms.
If you build your own windowing system, you'll have to consider keyboard/mouse input (and blocking it for all but the main window, which could be called an issue of scope), text entry (track caret, mouse clicking text, copy/cut/paste, text selection, key press interception, scrolling), text drawing, control layout, window dragging, window z-order. And I'm sure there's plenty I left out.