Where is the documentation for GTK+?

In the GTK+ distribution's doc/ directory you will find the reference material for both GTK and GDK, this FAQ and the GTK Tutorial.

In addition, you can find links to HTML versions of these documents by going to http://www.gtk.org/. A packaged version of the GTK Tutorial, with SGML, HTML, Postscript, DVI and text versions can be found in ftp://ftp.gtk.org/pub/gtk/tutorial

There are now a couple of books available that deal with programming GTK+, GDK and GNOME: