Cygwin (bash, g++....) is in Japanese mode - how to set everything to English?
Try updating Cygwin by running setup.exe. A few months ago a change was made to Cygwin's internationalization library that caused it to default to the language set on the Formats tab of the Windows Regional&Language control panel. This was later reverted.
If that's not the problem, then I guess the locale is set to Japanese, via one of the LC_ALL, LC_MESSAGES, or LANG variables. In Cygwin's default terminal (i.e. mintty) the locale can be set on the Text tab of its options.