First install the .NET Core SDK by going through the installation instructions for the platform of your choice:
After the installation has completed, open a command prompt, or terminal window.
Create a new directory with mkdir hello_world and change into the newly created directory with cd hello_world.
Create a new console application with dotnet new console.
This will produce two files:
hello_world.csproj
<Project Sdk="Microsoft.NET.Sdk">
  <PropertyGroup>
    <OutputType>Exe</OutputType>
    <TargetFramework>netcoreapp1.1</TargetFramework>
  </PropertyGroup>
</Project>
Program.cs
using System;
namespace hello_world
{
    class Program
    {
        static void Main(string[] args)
        {
            Console.WriteLine("Hello World!");
        }
    }
}
Restore the needed packages with dotnet restore.
Optional Build the application with dotnet build for Debug or dotnet build -c Release for Release. dotnet run will also run the compiler and throw build errors, if any are found.
Run the application with dotnet run for Debug or dotnet run .\bin\Release\netcoreapp1.1\hello_world.dll for Release.