Windows development (especially on 16-bit Windows) was weird and strange, but the VxD layer comprising the enhanced mode 386 components were even more arcane, originally written in assembly-only and virtually undocumented. While Windows 3.0 (and especially 3.1 and 95) had their VxD layers heavily documented by both Microsoft and third parties, the 386 components of Windows/386 are virtually undocumented outside of (ignoring modern research like my own work) sporadic references in DDKs for later versions of Windows (i.e. the Windows 3.0 Virtual Device Adaptation Guide that I mentioned) and the now-lost Windows/386 OEM binary adaptation kit.
Programming directly under the DOS environment certainly is a lot of fun, and there absolutely was a lot of cleverness in the DOS-based Windows family. People rag on it for being unstable and whatnot, but the truth is that it simply was the best compromise OS at the time. It was not as stable as NT, but it ran a lot faster on much slower hardware. It made compromises, but it made the right compromises for most people. By the time Windows XP came out, the market had changed such that the compromises were no longer necessary.