This is entirely normal. Windows generates the WM_PAINT message when your window's update region in not empty. What you are supposed to do is mark it empty again. You do so, for example, by calling Begin/EndPaint().
If you don't then Windows immediately generates yet another WM_PAINT message, still trying to get the update region emptied. Your thread will burn 100% core, idly processing WM_PAINT messages and not actually getting the job done. Maybe you are actually painting, Windows just doesn't know what you painted and doesn't try to guess at it.
Using Begin/EndPaint() is very much the sane way to get that job done. It isn't the only way, you could also call ValidateRect() or ValidateRgn(). As long as you are "new to winapi", I'd very strongly recommend you do this the normal way.