This is probably better suited to the Development / I need help forum. But anyway, I'd recommend you read Ivor Horton (of Wrox Press') Beginning C book, then once you understand how to write a simple C app and know the basics (variables, data types, casting, loops, that sort of thing) go ahead and pick up a book on SDL or alternatively SDL game programming, or check out some online tutorials (some are about as good). You want to learn the fundamentals of game operation (e.g. game loops and event handling for input, how to draw a frame and manage time/speed etc.) and you need to know how to handle graphics, audio and input via SDL. That is, if you CHOOSE to use SDL, which is the most logical for a beginner game developer.
The most important thing to remember is just that the GP2X is a tiny ARM9 computer that can run basically any SDL app. You just need to consider its actual computational power (stick with integer or fixed-point code only!), its graphical capabilities (color depth, resolution and how to use the blitter [easy]), its memory capacity and its input and custom tailor your SDL app to it. Aside from those differences .. if it runs on your PC it should run on your '2x! Good luck!