You can use the SetWindowsHookEx function to install a WH_CBT Hook, then you must implement a CBTProc callback function  and finally intercept one of the possible code values for this hook. in this case you can try with HCBT_ACTIVATE or HCBT_CREATEWND.
Check this sample for the HCBT_ACTIVATE Code.
var
 hhk: HHOOK;
function CBT_FUNC(nCode: Integer; wParam: WPARAM; lParam: LPARAM): LRESULT; stdcall;
const
  ClassNameBufferSize = 1024;
var
 hWindow: HWND;
 RetVal : Integer;
 ClassNameBuffer: Array[0..ClassNameBufferSize-1] of Char;
begin
   Result := CallNextHookEx(hhk, nCode, wParam, lParam);
   if nCode<0 then exit;
   case nCode of
     HCBT_ACTIVATE:
     begin
       hWindow := HWND(wParam);
       if (hWindow>0) then
       begin
          RetVal := GetClassName(wParam, ClassNameBuffer, SizeOf(ClassNameBuffer));
          if RetVal>0 then
          begin
            //do something  
            OutputDebugString(ClassNameBuffer);                     
          end;
       end;
     end;
   end;
end;
Procedure InitHook();
var
  dwThreadID : DWORD;
begin
  dwThreadID := GetCurrentThreadId;
  hhk := SetWindowsHookEx(WH_CBT, @CBT_FUNC, hInstance, dwThreadID);
  if hhk=0 then RaiseLastOSError;
end;
Procedure KillHook();
begin
  if (hhk <> 0) then
    UnhookWindowsHookEx(hhk);
end;
initialization
  InitHook();
finalization
  KillHook();
end.
Note : if you uses the HCBT_CREATEWND code instead you will
  intercept any window created by the system not just "forms".