Traditionally a person writes a "hello, world" program so that they can test that their development environment is setup properly and to just get a feel for using the tools involved. To get an idea of what a small part of a source file will look like. All that stuff.

Normally, you write a program that prints "hello, world" to the terminal. The GBA has no terminal, but it does have a screen, so instead we're going to draw three dots to the screen.