We investigate the regime of strong coupling of an ensemble of two-dimensional electrons to a single-mode cavity resonator. In particular, we realized such a regime of light-matter interaction by coupling the cyclotron motion of a collection of electrons on the surface of liquid helium to the microwave field in a semi-confocal Fabry-Perot resonator. For the co-rotating component of the microwave field, the strong coupling is pronouncedly manifested by the normal-mode splitting in the spectrum of coupled field-particle motion. We present a complete description of this phenomenon based on classical electrodynamics, as well as show that the full quantum treatment of this problem results in mean-value equations of motion that are equivalent to our classical result. For the counterrotating component of the microwave field, we observe a strong resonance when the microwave frequency is close to both the cyclotron and cavity frequencies. We show that this surprising effect, which is not expected to occur under the rotating-wave approximation, results from the mixing between two polarization components of the microwave field in our cavity. arXiv:1809.06497v2 [cond-mat.mes-hall] 30 Nov 2018