I've been used to thinking that WM_CREATE is the first message a window receives. However, when testing this assumption on a top-level window, it turns out to be false. In my test, WM_MINMAXINFO turned up as the first message.
So, what is the first message a window is guaranteed to receive?
You answered your own question. I too see WM_GETMINMAXINFO, on Windows XP SP3, followed by WM_NCCREATE, WM_NCCALCSIZE, and finally WM_CREATE before CreateWindowEx() has even returned the handle to the window being created. What garabage'
The general answer is that Microsoft is incompetent when it comes to orderly creation and destruction of objects. They get it wrong with windows, with COM, and with device drivers. There's always some catch-22 where an object is half-created or half-destroyed that requires some roundabout convoluted solution to produce a reliable product.