This post is part of 3 week series giving current and aspiring game devs the tools, resources, and advice they need to get started building for Windows. Check out the overview of the series to find what you need. For additional resources to build your app check out AppBuilder.
Corona SDK is a cross-platform tool for mobile developers. It is fast and easy to use so both beginners and advanced developers should feel comfortable diving right in. (Note that Corona does not yet publish to Windows.)
You will want to start by registering and downloading Corona here
Once you have a fairly decent idea of using Lua, the best way to get your footing with Corona SDK is to try writing some sample apps.
Printing and Displaying "Hello World!"
Feeling confident? Try this walkthrough of making a word drop game