I have a few other suggestions before you go about coding a media player.. maybe do a small program to see if you can determine if a file exists? Then maybe build on that to see that if a file exists, that you can open it and read it. Then maybe expand on that to see if you can find multiple files.
Are you planning on creating a command line interface, or Console? If you want to do a console app, then maybe a small project to see if you can create yourt own simple window. Then maybe a simple window with a few buttons that print messages. And then maybe a window that accepts a filename as input and then looks for it.
I think the first thing you might want to consider doing is sitting down with a pencil and paper and making a list of everything you want your media player to do. Then consider how each part has to fit together. Then work on small bits at a time. Otherwise you may find yourself a bit overwhelmed.
