My experience with Cygwin back in college (~2008) was that it was obtuse and hard to understand. Granted, I didn't have the knowledge of *nix CLI I have now.

But looking back and comparing it to Git Bash experience of today, with a simple installer to run, Git Bash wins in convenience. It does suck in other areas though such as trying to start a Python interpreter session (I fallback to PowerShell for that)

Cygwin has probably grown a lot better since but I don't see a reason to try it, personally.