So, I tried to ":set prompt "λ> "" in WinGHCi, it crashed and after that wouldn't start again (Not Responding). I reinstalled the Haskell Platform and it still won't start (Not Responding). GHCi works in cmd. I searched for remaining .conf files before the first un/reinstall for WinGHCi that could make it crash but couldn't find any. I'll appreciate any help, thanks in advance.
WinGHCi stores its command history in the registry. Just delete everything under HKEY_CURRENT_USER\SOFTWARE\Haskell\WinGHCi from the registry (use regedit).
Additionally, please report this to the developer.