Big difference between OpenGL and DirectX/3D is that OpenGL operates as a state machine (http://gpwiki.org/index.php/OpenGL:Tutorials:Theory) where as D3D does not. The rest is compatibility requirements and 2 different standards, which may only be preference.

Though hands down SDL is the easiest to start with graphics, but it lacks the advancement of the other 2. However if you do start with SDL moving on to OpenGL is fairly easier than switching right over to Direct3D. In which case you may have wanted to stick with DirectX in the first place. Problem is that DirectX (even just DirectDraw) isn't as easy to start with as SDL is. My 2 cents...