Fix cygwin build error

With "gcc version 10.2.0 (GCC)" on cygwin, I get this build error:
  CXX    windows-nat.o
In file included from ../../gdb/../gdbsupport/common-defs.h:129,
                 from ../../gdb/defs.h:28,
                 from ../../gdb/windows-nat.c:24:
../../gdb/windows-nat.c: In function 'void windows_init_thread_list()':
../../gdb/windows-nat.c:513:17: error: zero-length gnu_printf format string [-Werror=format-zero-length]
  513 |   DEBUG_EVENTS ("");
      |                 ^~
../../gdb/../gdbsupport/common-debug.h:65:43: note: in definition of macro 'debug_prefixed_printf_cond'
   65 |  debug_prefixed_printf (module, __func__, fmt, ##__VA_ARGS__); \
      |                                           ^~~
../../gdb/windows-nat.c:513:3: note: in expansion of macro 'DEBUG_EVENTS'
  513 |   DEBUG_EVENTS ("");
      |   ^~~~~~~~~~~~
cc1plus: all warnings being treated as errors

This was introduced in 4ef367bf, which removed
the function name from this debug message:
-  DEBUG_EVENTS (("gdb: windows_init_thread_list\n"));
+  DEBUG_EVENTS ("");

DEBUG_EVENTS now always includes the function name, so just add a "called"
message to fix the compile error.

gdb/ChangeLog:

2021-03-16  Christian Biesinger  <cbiesinger@google.com>

	* windows-nat.c (windows_init_thread_list): Add message to
	debug log.