When I run JRuby on Windows (Windows 10), I don't run into any issues running the Rails console (note that JRuby should ideally be the only version of Ruby available on your path (or just put the folder C:\jruby-9.0.5.0 at the front of your path by entering set PATH=C:\jruby-9.0.5.0;%PATH% from the command prompt for your command prompt session)).

When I run the Rails console on Windows 10 using the same version of JRuby, I don't run into any errors:

C:\test\test>jruby -S bundle exec rails console
Loading development environment (Rails 4.2.6)
irb(main):001:0> puts RUBY_PLATFORM
java
=> nil
irb(main):002:0> Rails.env
=> "development"
irb(main):003:0> Rails.version
=> "4.2.6"
irb(main):004:0> exit

C:\test\test>jruby -v
jruby 9.0.5.0 (2.2.3) 2016-01-26 7bee00d Java HotSpot(TM) 64-Bit Server VM 25.74-b02 on 1.8.0_74-b02 +jit [Windows 10-amd64]

C:\test\test>

Also note that the command line argument (--1.8) you are passing to JRuby is ignored.

I've also never seen the error shown in the unexpected behavior before either (LoadError: load error: rails/commands -- java.lang.UnsatisfiedLinkError: ???????? ??????? ?????????.) and I've been using JRuby on Windows for a while. Maybe verify that JRuby is even able to run from RubyMine with the command jruby -e "puts 'hi'"

This is a duplicate of issue #3625, which had been solved in 9.1.3.0 but reappeared in subsequent releases.

It can be easily tested by executing (from CMD or Powershell):

echo "puts 'hello'" | jruby -S jirb

closing per @boskowski's comment ^^^ ... this has been resolved, let us know if you feel otherwise. thanks