I can't connect to server using SSH key from Cygwin. I found, that I can't change ssh key file permission.
WARNING: UNPROTECTED PRIVATE KEY FILE!
To resolve this copy your SSH key to /tmp/mysshkey:
cp ~/.ssh/id_rsa /tmp/fermin
chmod 600 /tmp/fermin/id_rsa
ssh -l fermin -i /tmp/fermin/id_rsa localhost