Cucumber not recognizing simple Feature Step

I just recently downloaded cucumber and using it for the first time. I am trying to start off with a very simple script, Cucumber --init. Then of course it brings up 0 scenarios and steps. So, then I go to writing. I started off...

Feature: Hello Cucumber

Then I get this error 'Feature:' is not recognized as an internal or external command, operable program or batch file. - please advise