How can I get a block cursor in Vim in the Cygwin terminal?

How can I get a block cursor in Vim in the Cygwin terminal?

I am used to having a block cursor in normal mode in Vim. This makes sense
with the Vim paradigm; when you press x, it is clear which character will
be deleted.
I've installed Cygwin on a Windows computer, but when I use Vim in its
terminal, I get the I cursor, even in normal mode. How can I make the
cursor be a block instead?