You forgot to tell
grep where to search, so it just sits there waiting for data to be input from 'stdin' – often a pipe, but in this case your keyboard. You can confirm by entering something like "
this is a word", Enter, CtrlZ, Enter.
If you want to search the current directory, recursively, give
. as the path.
grep -rne word .
(Note 2012-07: The latest version of GNU grep will search the current directory automatically if
-r is given.)
In many cases,
* will work too, but it is not recommended because 1) it is inefficient – expanding the wildcard to all file names takes some time and might even overflow the permitted command line length; 2) it does not match dotfiles (names starting with a dot) in most shells, although I'm not sure if this applies to expansion done by Cygwin itself.