Well, I tried it. The first noticeable issue was the sheer amount of code required to set-up a basic application. The second noticeable issue was the speed; it's so slow. It's also resource hungry. As for the architecture... well... let's just say it's toilet, and leave it at that. Finally, you have to build the SDK yourself; I had to. While this may not be a problem for some, it can be a real pain for the others.
One good thing is the documentation; there's quite a bit of it.
OpenGL 4.1 was built to match Microsoft's DirectX 11. OpenGL is good, however, but it requires 3rd-party libraries, such as FreeGLUT, to function, which is a downer. Once OpenGL is running, you can have some fun with it.
I'd recommend OpenGL before DirectX because OpenGL simplifies graphics, and allows fast graphics production.
The first time that I tried using ogre, it felt like I got smacked up side the head with a club (by an OGRE). It was simply too much, too fast. The fact that I am also artistically inhibited didn't help matters either. In general, I've found that the 3D abstraction concepts have much too steep of a learning curve for someone like me to grasp.