Memory problems

// Game.h
#pragma once
#include <string>

#include "GameType.h"
#include "InputType.h"

class Game
{
public:
    // end-user functions
    Game(std::wstring name, GameType type);

    // internal functions
    Game();
    void ReceiveInput(InputType type, int code, int repeatCount, int scanCode);

    // internal variables
    std::wstring name;
    GameType type;
};
// Game.cpp
#include "Game.h"

#include <iostream>

#include <Windows.h>

Game::Game(std::wstring name, GameType type)
{
    this->name = name;
    this->type = type;
}

Game::Game() {}

void Game::ReceiveInput(InputType type, int code, int repeatCount, int scanCode)
{
    std::cout << (char)MapVirtualKey(code, MAPVK_VK_TO_CHAR) << '\n';
}
// Window.h
#pragma once
#include <map>
#include <string>
#include <windows.h>
#include "FailedToOpenWindowException.h"
#include "Game.h"

class Window
{
public:
    // internal functions
    void Constructor(std::wstring text, bool fullscreen);

    // end-user functions
    Window(std::wstring text, bool fullscreen);
    HWND GetHandle();

    // internal variables
    static std::map<HWND, Window *> windows;
    bool fullscreen;
    HWND handle;
    std::wstring text;

    // end-user variables
    Game *game;
};

std::map<HWND, Window *> Window::windows = std::map<HWND, Window *>();
// Window.cpp
#include "Window.h"

#include <stdexcept>
#include <iostream>
#include <map>
#include <string>

LRESULT CALLBACK WindowProc(HWND hWnd, UINT uMsg, WPARAM wParam, LPARAM lParam)
{
    switch (uMsg)
    {
        case WM_PAINT:
            {
                PAINTSTRUCT ps;
                HDC hdc = BeginPaint(hWnd, &ps);

                Window *window = Window::windows[hWnd];

                RECT windowRect = ps.rcPaint;
                if (window->fullscreen)
                {
                    windowRect = {0, 0, GetSystemMetrics(SM_CXSCREEN), GetSystemMetrics(SM_CYSCREEN)};
                }

                FillRect(hdc, &windowRect, (HBRUSH)(COLOR_WINDOW+1));

                EndPaint(hWnd, &ps);
            }
            return 0;
        case WM_KEYDOWN:
            {
                Window *window = Window::windows[hWnd];
                try
                {
                    Game *game = window->game;
                    game->ReceiveInput(InputType::KeyDown, wParam, lParam & 0xFFFF, lParam & 0x0000FF);
                } catch (std::exception &ignore) {}
            }
    }
    return DefWindowProc(hWnd, uMsg, wParam, lParam);
}

void Window::Constructor(std::wstring text, bool fullscreen)
{
    this->fullscreen = fullscreen;

    WNDCLASS wndClass;
    if (!GetClassInfo(nullptr, L"LEngineWindow", &wndClass))
    {
        wndClass = { };
        wndClass.lpszClassName = L"LEngineWindow";
        wndClass.lpfnWndProc = WindowProc;

        RegisterClass(&wndClass);
    }

    handle = CreateWindowEx(0,
        L"LEngineWindow",
        text.c_str(),
        fullscreen ? WS_POPUP : WS_OVERLAPPEDWINDOW | CS_OWNDC,

        CW_USEDEFAULT, CW_USEDEFAULT, CW_USEDEFAULT, CW_USEDEFAULT,

        nullptr,
        nullptr,
        nullptr,
        nullptr);

    if (handle == nullptr)
    {
        throw FailedToOpenWindowException();
    }

    windows.insert_or_assign(handle, this);

    SetCursor(LoadCursor(nullptr, IDC_ARROW));
    ShowWindow(handle, fullscreen ? SW_MAXIMIZE : SW_NORMAL);

    MSG msg;
    while (GetMessage(&msg, nullptr, 0, 0))
    {
        TranslateMessage(&msg);
        DispatchMessage(&msg);
    }
}

DWORD WINAPI RunConstructor(LPVOID lParam)
{
    Window *window = (Window *)lParam;
    window->Constructor(window->text, window->fullscreen);
    return 0;
}

Window::Window(std::wstring text, bool fullscreen)
{
    this->text = text;
    this->fullscreen = fullscreen;

    CreateThread(nullptr, 0, RunConstructor, this, 0, nullptr);
}

HWND Window::GetHandle()
{
    return handle;
}
// TestGame.cpp
#include <iostream>

#include "../Headers/Window.h"

int main(int argc, char* argv[])
{
    Window window(L"Some Window", true);

    Game game(L"Test Game", GameType::TwoDimensions);
    window.game = &game;
    while (true) {}
    return 0;
}