/bin/bash. sh or /bin/sh, bash tries to follow the startup behaviour of older versions of sh, but also to conform to the POSIX standard. $'…' allows to embed characters in hexadecimal form: echo $'The first character of the alphabet is \x41'
echo command has the special -e flag which also allows to embed hexadecimal characters. echo -e "The first character of the alphabet is \x41"
bash.exe is bash for the Windows Subsystem for Linux.