Note: the Raspberry Pi does OpenGL ES, not OpenGL.
You can find examples of making console based OpenGL ES applications in the VideoCore SDK:
/opt/vc/src/hello_pi
I'm not sure what you mean by "window system", especially as you mention SDL. You can absolutely use SDL + OpenGL ES in the console. That's what the Quake3 port (and the Quake2 port I made) uses.