Well first, if you want to do some true OpenGL graphics programming, you don't need the VCL, GDI or any other GUI stuff in your way. If you wish to work in windowed mode all you need is a library that will handle the window management for you.

Also if you want to do 2D graphics with OpenGL or even Direct3D you'll definately benefit from the hardware acceleration should you want to rotate, scale or use alpha blending in any of your sprites. These are the 3 most common functions that will be used in just about any 2D special effect in your games so OpenGL will use your graphics card's hardware instead of going it along in software and having it run much slower. This is the same as how 3D graphics run so far and smooth, by using the graphics card hardware.

If you are just starting out with modern graphics programming I'd recommend using JEDI-SDL which is a modernization of the SDL library headers which also include OpenGL headers. These headers can easily be replaced by any others you find that are a little more up to date.

Further SDL offers to help you with more than just graphics as you can use it for your game input, window management, audio mixing and texture loading. Something that isn't overly easy for a beginner who doesn't already know how to load various texture formats that you'd need to take advantage of what OpenGL can do with them.

Starting from the beginning means there is a lot of stuff you need to know first so here are some links that might help you in your search...
- NeHe (a lot of the code is in C, but the majority of it are OpenGL commands so it translates very, very well!)
- JEDI-SDL
- Free Pascal Meets SDL (Tutotirals for using SDL, but Mathias has also written some introduction lessons on OpenGL there too)

I'd look into those to get yourself started. If you want to work in 2D then your looking at "Ortho" mode, which I use myself for many of my games. 3D is a huge leap from 2D graphics so like I tell everyone who is tarting out, start small and slowly work your way up from there.