CreateDialog, CreateWindow or any other window\dialog creation function fails and GetLastError is 0

... then check if you have called InitCommonControls() at very start of your application if you use any common controls (list view, tree view ,etc)

ASSERT, ASSERT and ASSERT. Also, always ASSERT !

Putting assertions in your code was always VERY important.
I constantly find its importance in my coding.
It is very important to always assert your variables\conditions along with the testing it ( 'if' statement ).
Also, another common use is in an algorithm. it is important to assert different conditions which might define a state at a moment, a state which I know it should be false\true (when i mean a state i mean a condition composed of multiple variables, variables which might not be in the same scope but I expect some specific values).
i am having situations where while coding, i come accross some asserts which make me say "wtf, how did that happen ?" and then i discover that the algo has some issues which were not obvious due to complexity (or my fatigue).