Window message: Different between WM_CREATE and WM_NCCREATE?

The WM_NC messages are for the non-client area, i.e. the window border and caption. For your needs you are not interested in these non-client messages.

Per MSDN:

WM_NCCREATE:

Sent prior to the WM_CREATE message when a window is first created.

Return Value:

If an application processes this message, it should return TRUE to continue creation of the window. If the application returns FALSE, the CreateWindow or CreateWindowEx function will return a NULL handle.

WM_CREATE:

Sent when an application requests that a window be created by calling the CreateWindowEx or CreateWindow function. (The message is sent before the function returns.) The window procedure of the new window receives this message after the window is created, but before the window becomes visible.

Return Value:

If an application processes this message, it should return zero to continue creation of the window. If the application returns –1, the window is destroyed and the CreateWindowEx or CreateWindow function returns a NULL handle.

WM_NCCREATE is an example of an arms race in progress. It seems to have been introduced to serve a need where DefWindowProc (or the base window proc of a commonly subclassed window) needed to perform some initialization perhaps before WM_CREATE was processed (or to make up for the fact that many window implementations handle WM_CREATE directly and return TRUE rather than passing it on to DefWindowProc).

WM_NCCREATE therefore is the message you should respond to if you are implementing a default window procedure, that needs to perform initialization before the users window proc handles the WM_CREATE message. WM_NCCREATE also MUST be passed on to the appropriate DefWindowProc, probably before you do your own processing as some lower level aspects of the window are clearly in an uninitialized state before WM_NCCREATE is processed.

If trying to guarantee first-look processing is NOT your consideration, then WM_CREATE is the appropriate place to perform your window initialization: All other layers that might have jist-in-time setup via WM_NCCREATE have been done, and the window is in a stable state wrt things like its non client metrics, screen position etc.

Or: If you don't know why you should use WM_NCCREATE over WM_CREATE, then you should not be using WM_NCCREATE.