I got past that problem. What did I do? I had previously been able to ssh into remote machines from a dos shell because I had the PATH environment variable pointing to my %CYGWIN%/bin directory. That’s handy but it also obfuscated where /home/Greg was located. So I brought up a separate cygwin shell and ran the ssh from there. Then it gave me a message something about not being able to create directory home/Greg directory. Ah ha! So I created it manually, and the .ssh folder inside that. Then I ran the ssh command again and this time it created the “known_hosts” file in the .ssh folder and then it actually connected!
BTW, I then did a search for “known_hosts” and found it in c:/cygwin/home/Greg/.ssh Another ah ha moment!
solved can’t ssh to AWS Windows instance using cygwin ssh