Make sure you are using main, not WinMain. Also it seems that it is a linker error you were getting so my guess is that you didn't setup the linker settings correctly, Lazy Foo has a excellent tutorial that covers setting SDL up for most platforms.
This is from the SDL FAQ also...
"I get "Undefined reference to 'WinMain@16'"
Under Visual C++, you need to link with SDL2main.lib. Under the gcc build environments including Dev-C++, you need to link with the output of "sdl-config --libs", which is usually: -lmingw32 -lSDL2main -lSDL2 -mwindows"