It enables Linux command line (shell or bash) on Windows. Very convenient if whole ETL platform, such as Informatica, Oracle DB is deployed on Linux, but developer machines are running Windows.

Packages I have installed:

lynx – a text-based web browser.
wget – downloads files form web which supports http, https and ftp protocols.
curl – a tool to transfer data from or to a server. It is designed to work without user interaction.
rsync – handy tool for synchronizing stuff from one place to another (especially over the internet)
python3 – an interpreted programming language. I like to write shell scripts with it.
python3-setuptools – people use this when distributing their python stuff.
bzip2, tar, gzip
bash-completion – auto-complete for bash
vim, vim-common
tmux – a terminal multiplexer, allowing a user to access multiple separate terminal sessions inside a single terminal window or remote terminal session.
git – a distributed version control tool.
diffutils – is a package of several programs related to finding differences between files.
openssh – SSH client.
ca-certificates – allows your Cygwin environment to validate SSL certificates. Needed for git as well.
dos2unix – allows convert text files from windows EOL to linux and many other things.
chere – open Cygwin command prompt at any specific folder. Details Open Cygwin at a specific folder

Command line call to install predefined packages from the list above:

setup-x86.exe --no-desktop --download --local-package-dir="C:\cygwin" --packages="lynx,wget,curl,rsync,python3,python3-setuptools,bzip2,tar,gzip,bash-completion,vim,vim-common,tmux,git,diffutils,openssh,ca-certificates,dos2unix,chere"