If you are using WSL there's a followup step we recommend after running the setup script. When the script finishes you will only have a root user with a blank password. You should manually create a non-root user via $ sudo adduser [USERNAME] sudo with a non-blank password. Use this user going forward. For more info on WSL please refer to the documentation.
It would be nice if, instead of
https://github.com/microsoft/windows-dev-box-setup-scripts/blob/d488050/README.md#how-to-run-the-scripts
there was a way to auto-install with a regular user. I've opened an issue about this 'upstream': https://github.com/microsoft/WSL-DistroLauncher/issues/90, but there's a workaround that maybe you could apply temporarily: https://github.com/microsoft/WSL/issues/3369#issuecomment-403481209:
With this, you can just say