A lot of funny things can happen, especially when you don't have certain programs avaliable to you.
For example, on a normal Un*x style system, typing "w" gives you a listing of the users logged into a machine. Cygwin (a Linux-environment) for Windows doesn't have "w". Instead I get this error:
bash: W: command not found
Bash: W. Damn. Too bad I can't do that from that window