Ok no problem I understand your choice and it's good.
Git works on top of cygwin on Windows.
Yes. It's still unperfect because of this.
There is also a lot of errors occuring in git that don't give any feedback, but it seems to be fine as far as you don't do "ninja tricks".
About choosing mercurial instead of git, I did it because 1. it's easier to understand (but that's only a timing problem if you're going into git I guess) 2. it's done with python so it's easily extensible, cross-platform by nature etc.
In fact I followed the research made by the OGRE3D guy that are available
on his blog - he now sells a MacOS tool for managing repositories (git,mercurial,svn) (read the previous related articles too for details). I recommand the reading to understand the forces and weakness of each
at the time. Note that for example Gitorious isn't now as interesting as GitHub, because of GitHub community developpement tools.
I personally think that GitHub is excellent, so I'd like to use git more but it require clearly more learning time than Mercurial that mostly do the same but without a GitHub. Google Code and BitBucket are currently enough for my open source projects so that's ok for now.
As I don't like to be dependant on one tool for the same problem, I try to learn the others when I have a project that might benefit from it, so I read a lot about those things, just to understand the alternatives, that's why I was asking.
It seems that the boost people will go to git again, so I might force myself to be familiar to both Mercurial and Git for all my projects.
What's too bad, as the Ogre guy said, is that it seems possible to make something as powerfull and cross-platform than a mix of Git and Mercurial and that would have a GitHub. But it doesn't exist XD.
Anyway, you could also find some other comparison about the two tools (and others like Bazaar (used by the ubuntu team) and Fossil (that is more for little projects, as they say themselves on the comparisont to git page) ) but I think for Mercurial and Git, the Steve's comparison might be the more pragmatic, even if you don't choose the same than him.