While The Window is a lite system that doesn't take long to learn in full, it can be useful to have the bare essentials layed out before you wade in.
The first thing to know about The Window is that it is really more about the attitude than the actual rules (indeed, the actual rules were designed to stay “out of the way” for the most part). The basic attitude is that a character's concept is more important than mechanics and stats, and that the narrative events of the game define a characters power and importance more than their abilities do.
The take-home point here is that a god that doesn't have any ties to the plot might as well not be there. Focus on your concept.
The actual mechanics are rather simple: the standard roll is a roll under system where the size of the die is decided by the rank in the relevant ability or skill. The best possible is ‘Legendary’, giving a four-sided dice, and the second worst being ‘Terrible’, giving a thirty(!)-sided dice. (the worst, of cause, is ‘Non-Existent’… which cannot roll at all). Thus Heracles might roll a d4 for strength checks, while a Vogon might roll a d30 for poetry.
A character has a set of basic statistics, which are generally Strength, Agility, Health, Knowledge, Perception, and optionally Magic.
Its then worth noting what their race, and possibly profession, is, followed by a number of things they can do. Then, finally whatever items they carry.
From here, I suggest reading, as soon as reasonably possible, the pages The Three Precepts, and Quickstart as soon as possible. The Competency Rungs is probably useful to reference, as well.
After that, Reading the full thing is not a bad idea… its really not that long after all.