After learning the very basics of Python (you can do this on Windows too) get the Maemo SDK and dive in, the learning curve can be a bit steep but don't be discouraged. Previous Linux knowledge certainly helps but is not an absolute requirement.

When you have the SDK running you can (in the scratchbox) "apt-get install python-gtk" to install Python and GTK bindings for it.

I don't use Windows at all (Linux and OSX and a bit of OpenSolaris so can't help with that. But I have heard rumours that there is some way to run the SDK on windows as well (probably virtualized)