How to exit file reading mode (in `less`) in Linux terminal?

To quit less, type q.

Also, check out man less, or type h from within less for some more, useful bits of information.

In general, assuming man has been properly installed, man xyz will tell you how to use the xyz tool. On GNU systems like Cygwin or what you call Linux at least, man will usually display through less as well, so to exit from man, again you would type q (which also works in more or most which are other pagers used by man or other commands that need paging on other systems).