If you don't want to do all the "dirty work", like interacting directly with System APIs, you can use 3rd party libraries. I use Qt Framework a lot, but that's for C++. I'm sure there are libraries for Java too. They make our lives much simpler by abstracting all the tedious tasks (e.g. you can create the standard Windows File-Open dialog with just one line of code)
C# can be associated more with traditional desktop applications, while Java is preferred for use with server-side applications, websites, etc. Visual Studio has good C# project templates, that can help you with the GUI part of the project. You can create UWP apps using C#, which allows you to design the UI of your app using a dedicated designer (Am afraid I don't know much about that...)
If you're looking for project ideas, here's a page from LTT. If you want ideas for projects, you needn't even search for them - your computer is full of them! Text Editors, Spread-sheet Creators, Web Browsers, Media Players, Compression Utilities, Image Editors, IDEs (Integrated Development Environment - e.g. Visual Studio, NetBeans) and even Games.
I'm currently developing a simple IDE for Java using Qt and C++ - You can do the same with UWP, .NET, and I think even Java. Also, you can learn more languages, like Python, HTML5, Javascript, etc.
The possibilities are limitless - you are only bounded by your imagination! Good Luck!