Emoticon, 26 bytes
Hello, World! :-Q S:-P :-P
One or both of the Ps could be Qs instead. Hello, and World! are just treated as strings and added to the "current list". :-Q prints Hello, and removes it from the list. S:-P prints a space, and :-P prints World!. I don't see how I could golf this any further, and I'm making it CW, because it's essentially copied from the examples section of the docs.