Every now and then when I try to quit vim, I incidentally open window with command cheat sheet as in attached picture. How do I do this and how is it called?
Opening built-in cheat sheet
help system
That's not a cheat sheet; it's a history of the commands you've executed. It allows you to find, edit and repeat commands you've previously executed. There are a couple of ways you can enter it. One is to type Ctrl-F while on the ex command line. Another way is to type q: while in normal mode. You can read more about it here::help 20.4:help 20.5:help cmdwin