I am aware that there were similar questions in past few years, but after doing some researches I still can't decide where from and what should I learn. I would also like to see your current, actual view on modern OpenGL programming with more C++ OOP and shader approach. And get sure that my actual understanding on some things is valid.
So... currently we have OpenGL 4.2 out, which as I read somewhere requires dx11 hardware (what does it mean?) and set of 'side' libraries, to for example create window.
There is the most common GLUT, which I extremely hate. One of main reason are function calls, which doesn't allow freedom in the way how we create main loop. As some people were telling, it was not meant for games.
There is also GLFW, which actually is quite nice and straight-forward to me. For some reason people use it with GLUT. ( which provides not only window initialisation, but also other utilities? )
And there is also SFML and SDL ( SDL < SFML imo ), whereas both of them sometimes need strange approach to work with OGL and in some cases are not really fast.
And we have also GLEW, which is extension loading utility... wait... isn't GLUT/GLFW already an extension? Is there any reason to use it, like are there any really important extensions to get interested with?
Untill now we have window creation (and some utilities), but... OGL doesn't take care of loading textures, neither 3D models. How many other libs do I need?
Let's mention education part now. There is (in)famous NeHe tutorial. Written in C with use of WinApi, with extremely unclear code and outdated solutions, yet still the most popular one. Some stuff like Red Book can be found, which are related to versions like 2.x or 3.x, however there are just few (and unfinished) tutorials mentioning 4.x.
What to go with?
Answer
So... currently we have OpenGL 4.2 out, which as I read somewhere requires dx11 hardware (what does it mean?) and set of 'side' libraries, to for example create window.
DX11 hardware is... hardware that has "supports DirectX 11" written on the side of the box. I'm not sure what it is you're asking here; are you unclear on what Direct3D is, what D3D 11 is, or what separates D3D 11 from prior versions?
FYI: D3D is a Windows-only alternative to using OpenGL to access rendering hardware. Version 11 is just the most recent version of the API. And D3D11 adds a few new things compared to D3D10, but nothing much that a beginner would need.
OpenGL is a specification that describes a certain interface for graphics operations. How this interface is created is not part of OpenGL. Therefore, every platform has its own way for creating an OpenGL context. Windows uses the Win32 API with WGL. X-Windows uses the X-Windows API with GLX functions. And so forth.
Libraries like GLUT, GLFW, etc are libraries that abstract all of these differences. They create and manage an OpenGL window for you, so that you don't have to dirty your code with platform-specific details. You do not have to use any of them.
Granted, if you're interested in learning OpenGL, it's best to avoid dealing with platform-specific minutae like how to take care of a HWND and such.
And we have also GLEW, which is extension loading utility... wait... isn't GLUT/GLFW already an extension? Is there any reason to use it, like are there any really important extensions to get interested with?
This is another misunderstanding. GLUT is a library, not an extension. An OpenGL extension is part of OpenGL. See, OpenGL is just a specification, a document. The implementation of OpenGL that you're currently using implements the OpenGL graphics system, but it may also implement a number of extensions to that graphics system.
GLUT is not part of OpenGL; it's just a library. The job of GLUT is to create and manage an OpenGL window. GLEW is also a library, which is used for loading OpenGL functions. It's not the only alternative, but it is a popular one.
Untill now we have window creation (and some utilities), but... OGL doesn't take care of loading textures, neither 3D models. How many other libs do I need?
OpenGL is not a game engine. It is a graphics system, designed for interfacing with dedicated graphics hardware. This job has nothing to do with things like loading anything from any kind of file. Yes, making a game requires this, but as previously stated, OpenGL is not a game engine.
If you need to load a file format to do something you wish to do, then you will need to either write code to do the loading (and format adjustment needed to interface with GL) or download a library that does it for you. The OpenGL Wiki maintains a pretty good list of tools for different tasks.
There is (in)famous NeHe tutorial. Written in C with use of WinApi, with extremely unclear code and outdated solutions, yet still the most popular one. Some stuff like Red Book can be found, which are related to versions like 2.x or 3.x, however there are just few (and unfinished) tutorials mentioning 4.x.
What to go with?
The OpenGL Wiki maintains a list of online materials for learning OpenGL stuff, both old-school and more modern.
WARNING: Shameless Self-Promotion Follows!
My tutorials on learning graphics are pretty good, with many sections and is still actively being worked on. It doesn't teach any OpenGL 4.x-specific functionality, but OpenGL 3.3 is completely compatible with 4.2. All of those programs will run just fine on 4.x hardware.