I think I'm gonna use this as a general thread about any adventures I have using Cygwin (the next best thing to running linux on here, lol).
I tried starting an x server using xinit, and it failed. With a bunch of STATUS_ACCESS_VIOLATION errors, and it finally said xterm Error 29, errno 11: resource temporarily unavailable, and then startxwin worked. However, when I tried using xinit, it tried making a window as large as it could (kinda like running a game in windowed mode, but at full screen resolution) before it errored out. When I used startxwin, it only drew an xterm window by itself. No full size root window under it. Weird.
EDIT: Ok, the option available from the notification area icon had "Hide Root Window" set. Note to self: Don't deselect that.