If that is what your app gave you when you ran it, that's not an error: zero indicates a successful program termination. Non zero is an error code.
If it doesn't do what else you wanted, then there are 2 possibilities:
1) You didn't code it right. We can't help you fix this without seeing the code you actually wrote, compiled, and executed!
2) It did exactly what you expected, but your computer is too fast. If your code was this:
static void main()
Then the program could well open the console window, print the message, exit the app, and close the console window before you even noticed it was open...
Try adding this line before the closing curly bracket of the main method:
And it will stop until you press ENTER before it exits.