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GotoOutput, 33 bytes
Goto Hello,\_World!
Hello,\_World!
A less trivial solution which demonstrates the language's intended control flow would be:
Assign g o
Goto H
H Goto e
e Goto l
l If l
GotoFrom g
\_ l
Goto l
o If o
Goto r
\_ o
Goto ,
, Goto \_
\_ Goto W
W Assign g d
Goto o
r Goto l...