Why is the console window closing immediately once displayed my output?

Instead of using

Console.Readline()
Console.Read()
Console.ReadKey()

you can run your program using Ctrl+F5 (if you are in Visual Studio). Then Visual Studio will keep the console window open, until you press a key.

Note: You cannot debug your code in this approach.

I assume the reason you don't want it to close in Debug mode, is because you want to look at the values of variables etc. So it's probably best to just insert a break-point on the closing "}" of the main function. If you don't need to debug, then Ctrl-F5 is the best option.

the issue here is that their Hello World Program is showing up then it would immediately close.
why is that?

Because it's finished. When console applications have completed executing and return from their main method, the associated console window automatically closes. This is expected behavior.

If you want to keep it open for debugging purposes, you'll need to instruct the computer to wait for a key press before ending the app and closing the window.

The Console.ReadLine method is one way of doing that. Adding this line to the end of your code (just before the return statement) will cause the application to wait for you to press a key before exiting.

Alternatively, you could start the application without the debugger attached by pressing Ctrl+F5 from within the Visual Studio environment, but this has the obvious disadvantage of preventing you from using the debugging features, which you probably want at your disposal when writing an application.

The best compromise is probably to call the Console.ReadLine method only when debugging the application by wrapping it in a preprocessor directive. Something like:

#if DEBUG
    Console.WriteLine("Press enter to close...");
    Console.ReadLine();
#endif

You might also want the window to stay open if an uncaught exception was thrown. To do that you can put the Console.ReadLine(); in a finally block:

#if DEBUG
    try
    {
        //...
    }
    finally
    {
        Console.WriteLine("Press enter to close...");
        Console.ReadLine();
    }
#endif