Just to add to what the others have said, it is worth adding a prompt so that you know when it has finished:
public static void Main(string[] args)
{
Console.WriteLine("Hello, World!");
Console.WriteLine("You entered the following {0} command line arguments:",
args.Length );
for (int i=0; i < args.Length; i++)
{
Console.WriteLine("{0}", args[i]);
}
Console.Write("[End: Press any key to exit]");
Console.ReadKey();
}
It is always a good idea to let your user (even if it is only you) know you are waiting for him to do something! Other than that, not a bad effort for a first program at all. :-D