I tried it and typing q does not seem to exit the program. Nothing I tried worked and I had to exit the whole terminal.

Well it's not quite that simple because it's more complicated than those tools. Once you are in ex mode ':' though it uses the standard exit key.

As for if you stuck in insert mode, this is more akin to when you have text highlighted in a GUI editor, the shortcuts change because you're in a different mode.

Remember all editors have modes, vim is just a bit more in your face with them.

You have to type :q to quit. : Is the command mode.

Missing one step. <esc>:q

Actually, the missing step is the <cr> at the end.

The <esc> at the beginning is only necessary if you've already got into insert mode. That said, it'll not do any harm.

So intuitive.

q is only quit when run as a command. In normal mode, it's record.