Have you ever wondered why "shut down" is on the "start" menu?
Has the dialog manager confused and annoyed you?
Do you want to know why registry keys are stored in a hive?
If you'd like to know the answers to these questions, you should pick up a copy of "The Old New Thing: Practical Development Throughout the Evolution of Windows" by Raymond Chen. It's very interesting - like most of his writing - with some practical tidbits, some nice stories, and some deep technical discussions.
Honesty requires me to note that 1) I know Ray, and 2) I help review his book chapters so his publisher set me a copy for free, but I should also note that I wouldn't say nice things about it if I didn't like it, and I've been reading Ray's blog for a long time.