I like python in interactive mode when on linux. However on cygwin, the interactive mode doesn't start. I don't see the ">>>" prompt and whatever I enter doesn't result in anything.
Solved: I figured out the problem from the answers below. I was using a windows installation of python and it needs -i option to start in interactive mode.
Try passing the -i flag to Python.
I've experienced this very same thing, as have others. There seems to be an issue with cygwin's ability to operate interactively with native-Windows applications (including Python.exe). If you can, install the cygwin version of Python via cygwin's package management, as it doesn't have this interactivity problem.