Hi,
You could be falling over a couple of different problems with the design and implementation of Windows here.
1. Navigating between lettered drives.
Windows makes this less than intuitive, you have to change drive first and then change directories after. Eventually, because this is such a bad idea, the eventually added the /d flag in the cd command. The /d flag tells cd that you wish to change drive first as part of the command.
cd /d e:\documents\markdown_kaiju
I could argue the folly of drive letters vs mount pointsall day, but it is what it is.
2. Wrong slash
While cmd.exe says that it supports / in paths as well as \ as a way to become compatible with every other system on the planet, the truth is that it does so very badly. There are loads of edge cases that fail on this.
On windows / is used to specify flags for command options so it could be that as your command is
cd /documents
It could be that cmd is seeing the /d in /documents as a flag wanting to change drive and then finding no valid drive after that. I would recommend always using the windows style path separator to avoid these problems. It might work if you used:
cd \documents
But unless you need an absolute path (starts with a slash which means its a path that starts at the root of the lettered drive) I would always recommend using a relative path.
Great that you got this running in the end though, I should add a section with some links to info on navigating the terminal for people who need it soon.
:)