cannot open display [1]

when I type the gvim command to open a program file, it shows that Error 233: cannot open display!
WHAT WRONG ABOUT IT?

Program Ver. : Xshell 4

gVim is the GUI vim version. On Xshell, you should use just vim.

Use the -X option to tell vim to not attempt to connect to local X server.

You should use: vim -X


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