By default, when you first launch Cygwin, your username is yet recognized, the warning message is shown like below:
Your group is currently "mkpasswd". This indicates that
the /etc/passwd (and possibly /etc/group) files should be rebuilt.
See the man pages for mkpasswd and mkgroup then, for example, run
mkpasswd -l [-d] > /etc/passwd
mkgroup -l [-d] > /etc/group
Note that the -d switch is necessary for domain users.
As the warning suggestions, run those above commands and your home user directory will be created, which is in : ~/cygwin/home/username
The created username is the same as the current Windows username.
Have fun!@