No xauth data.

[Jack Tanner]

If you want the error message to go away, play with the xauth command on 
your Windows box.

# xauth -v list

This will tell you your local Xauthority file and what it contains. If 
it's not there, or if it's empty, try to play with "xauth generate" to 
get it to contain something like

localhost:0  MIT-MAGIC-COOKIE-1  [long number in hex]
[cygwin_pc]/unix:0  MIT-MAGIC-COOKIE-1  [another long number in hex]

I'd tell you the exact command to use for xauth generate, but I forget. 
Perhaps somebody could post the correct answer and then add this to the FAQ.

Good luck,
JT