Before starting bash, you may set some environment variables. A .bat file is provided where the most important ones are set before bash in launched. This is the safest way to launch bash initially. The .bat file is installed in the root directory that you specified during setup and pointed to in the Start Menu under the "Cygwin" option. You can edit it this file your liking.
The CYGWIN variable is used to configure many global settings for the Cygwin runtime system. Initially you can leave CYGWIN unset or set it to tty (e.g. to support job control with ^Z etc...) using a syntax like this in the DOS shell, before launching bash.
C:\> set CYGWIN=tty notitle glob
The PATH environment variable is used by Cygwin applications as a list of directories to search for executable files to run. This environment variable is converted from Windows format (e.g. C:\WinNT\system32;C:\WinNT) to UNIX format (e.g., /WinNT/system32:/WinNT) when a Cygwin process first starts. Set it so that it contains at least the x:\cygwin\bin directory where "x:\cygwin is the "root" of your cygwin installation if you wish to use cygwin tools outside of bash.
The HOME environment variable is used by many programs to determine the location of your home directory and we recommend that it be defined. This environment variable is also converted from Windows format when a Cygwin process first starts. Set it to point to your home directory before launching bash.
The TERM environment variable specifies your terminal type. It is automatically set to cygwin if you have not set it to something else.
The LD_LIBRARY_PATH environment variable is used by the Cygwin function dlopen () as a list of directories to search for .dll files to load. This environment variable is converted from Windows format to UNIX format when a Cygwin process first starts. Most Cygwin applications do not make use of the dlopen () call and do not need this variable.