$ uname -r
The mintty terminal pops up. However, if you run vim in the mintty terminal, there are warnings such as
$ vim junk1.txt
Vim: Warning: Output is not to a terminal
Vim: Warning: Input is not from a terminal
To get rid of these warnings, start mintty with "mintty.exe -". The .exe is optional. It is the '-' that is more important.
Why bother with the mintty terminal in the first place? Because it has a lot more functionality than the default cygwin terminal. For eg., the mintty terminal can be resized, maximized, minimized in both the directions; copy pasting text from/to the terminal is a breeze.