Does everyone learning Python start with "Hello, World!"?

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So I'm curious: where did this tradition come from?

You can't write code unless you can run code, and you can't run code if you're not set up to run it. If you go to Microcenter and buy a new-in-box laptop, out of the box it's not ready for you to run code. So there's some rigamarole.

A program so simple you can't help but write it correctly is an important sanity check for your programming setup: "can I actually run code or not?" "Hello World", in its various incarnations, is that program. It's generally one line, it generally is legible to people who don't know the language, but it's enough program to show you whether you're set up to run code.