After cygwin SSH server setup I still can't login

After cygwin sshd service running successfully, I still can't login.

Then I did following:

aaron@AaronEnvy /var
$ ssh-user-config
chmod: changing permissions of '/home/aaron': Invalid argument
*** Query: Shall I create a SSH2 ECDSA identity file for you? (yes/no) yes
*** Info: Generating /home/aaron/.ssh/id_ecdsa
Enter passphrase (empty for no passphrase):
Enter same passphrase again:
*** Query: Do you want to use this identity to login to this machine? (yes/no) y       es
*** Info: Adding to /home/aaron/.ssh/authorized_keys
*** Query: Shall I create a (deprecated) SSH1 RSA identity file for you? (yes/no       ) yes
*** Info: Generating /home/aaron/.ssh/identity
unknown key type rsa1
*** Query: Do you want to use this identity to login to this machine? (yes/no) y       es
*** Info: Adding to /home/aaron/.ssh/authorized_keys
cat: /home/aaron/.ssh/identity.pub: No such file or directory

*** Info: Configuration finished. Have fun!

aaron@AaronEnvy /var
$ ssh localhost
Authentication failed.

aaron@AaronEnvy /var
$ net stop sshd
The CYGWIN sshd service is stopping.
The CYGWIN sshd service was stopped successfully.


aaron@AaronEnvy /var
$ net start sshd
The CYGWIN sshd service is starting.
The CYGWIN sshd service was started successfully.


aaron@AaronEnvy /var
$ ssh localhost
Enter passphrase for key '/home/aaron/.ssh/id_rsa':
Last login: Fri Mar 31 05:12:48 2017 from ::1 <===================== now works!

aaron@AaronEnvy ~