New installation of Windows 10 and Ubuntu from Windows Store error

Your Windows Subsystem for Linux (WSL) is not turned on. To turn on open PowerShell as Administrator and run the following command:

Enable-WindowsOptionalFeature -Online -FeatureName Microsoft-Windows-Subsystem-Linux

Source: https://docs.microsoft.com/en-us/windows/wsl/install-win10

I guess we are spoiled in the Linux world with sudo apt install that goes out to find dependencies and install them for us. As it turns out Ubuntu for Windows requires you to go into "Windows Features" and turn on "Windows Subsystem for Linux" as detailed in this bug report.

After rebooting and launching Ubuntu again; I got the following messages:

"Installing, this may take a few minutes..." [healthy coffee break; YMMV]
Installation successful!
Please create a default UNIX user...

and completed the second phase to install/initialize Ubuntu in WSL (Windows Subsystem for Linux).