Firstly - Object Oriented Programming is not what you think it is. It is the concept of using classes and inheritance to structure your code.
As for programming with GUI - if that's what interests you, jump into it. Preferably you should have a good basic understanding of programming in C++ beforehand, but if you understand the basic syntax than often looking at examples, typing them out and fiddling around with them can be just as beneficial.
If you want to get into GUI, I'd recommend looking up the
Qt framework - it is one of the more popular tools, and not as hard to use as some. It also has great flexibility, a bunch of tutorials and examples, and the IDE that it comes with provides things like a WYSIWYG editor for the windows and dialogs you create. Incidentally, its programming style is heavily based on Object Oriented Programming.
Have a look here:
http://qt-project.org
If you need any help or advice, feel free to ask here and we will try to answer any questions you have.