HPPPL, 44 43 bytes

HP Prime Programming Language for the HP Prime color graphing calculator.

export h()begin print("Hello, World!");end;

(golfed down by one byte, thanks to kirbyfan64sos!)

Output:

This is a full program that you call by entering h to start it.

If you just want to have the output to the terminal, then a shorter (22 bytes) version in Home Mode works, too:

print("Hello, World!")

A free emulator is available here: http://www.hp-prime.de/en/category/13-emulator