I had some trouble too and tried some complicated setup with wslbridge and other stuff I don't even remember. But in the end I got it easily working by configuring this simple task in ConEmu (everything is working, including arrow keys):
%windir%\system32\bash.exe -c "cd ~ && bash"
If you want the nice Ubuntu icon, add this as task parameter:
-icon "%USERPROFILE%\AppData\Local\lxss\bash.ico"
You can then use the ConEmu theme of your choice and the colors are far more readable than with the default console.
See default theme for instance:
%windir%\system32\bash.exe -c "cd ~ && bash"
If you want the nice Ubuntu icon, add this as task parameter:
-icon "%USERPROFILE%\AppData\Local\lxss\bash.ico"
You can then use the ConEmu theme of your choice and the colors are far more readable than with the default console. See default theme for instance:
https://lut.im/fyFmIT9zwj/IjbmI5FsOHq2ik6z.png