What Does "Exit" Mean?

Exit (the computer version)

"Exit Vim" can mean: Vim stops being the program your terminal is running, and your shell takes over the terminal.

So the goal is not to "close the window." It's to end the Vim process.

Why do people get stuck

Vim is built to avoid accidental quitting.

If you've edited anything, Vim asks you to pick a lane: save, don't save, or go back and fix the mess.

Exit (the human version)

Sometimes "exit Vim" means: "I want my keyboard back."

Sometimes "exit Vim" means: "I want my life back."

Either way, the move is the same almost every time:

Esc Esc

Two Esc presses: one for Vim, one for your nervous system (or the sub wndow).