abort: filename contains ':', which is reserved on Windows: ...

The usual: record one of my stupidities, in the ope that it will save someone else some time in the future - perhaps amnesiac me:

Just spent longer than I should have wondering why I was getting 

abort: filename contains ':', which is reserved on Windows: ...

errors - when all I was trying to do was hg update -r default, back to a version that I had been using just yesterday.

This on cygwin, on windows.

Turns out that my current revision had a broken ~/.bashrc, so instead of using cygwin mercurial, /bin/hg, I was using Windows Mercurial, /cygdrive/c/Program Files/TortoiseHg/hg

And the Windows Mercurial enforces Windows naming conventions.

Fix: just say /bin/hg ...