Parts of the GCC runtime (the exception handling, in particular) are dependent on the threading model being used. So, if you're using the version of the runtime that was built with POSIX threads, but decide to create threads in your own code with the Win32 APIs, you're likely to have problems at some point.
Even if you're using the Win32 threading version of the runtime you probably shouldn't be calling the Win32 APIs directly. Quoting from the MinGW FAQ:
As MinGW uses the standard Microsoft C runtime library which comes with Windows, you should be careful and use the correct function to generate a new thread. In particular, the
CreateThread
function will not setup the stack correctly for the C runtime library. You should use_beginthreadex
instead, which is (almost) completely compatible withCreateThread
.