TRANSCRIPT, 39 bytes

End is here.
>End, Hello, World!
>X End

Here's a nice and simple one.

First safe cop! I'm surprised this one lasted until the end.

TRANSCRIPT is an esolang based on interactive fiction games. It has NPCs (strings) and objects (integers). Here End is the name of an NPC.

The first line declares the NPC with the syntax <name> is here.. The second line then assigns the NPC the string "Hello, World!", and the third line prints the string using the X / EXAMINEcommand. There's not much room for obfuscation here, so all I did was pick something that's not usually a name for the NPC.

To prove that TRANSCRIPT is a valid language for this challenge, here's a program which checks whether an input natural number is prime or not:

The Nineteenth Room
In the middle of the room you spot a lone figure.
Martin is here.
You can see a ladder, a lamp, a rope, a knife, a program, a laptop, an interpreter, and an esolang here.

>RESTORE
Which save file would you like to restore?

>PROGRAM.sav
Done.

>SET LAMP TO 1
You turn on the lamp.

>LIFT KNIFE
You pick up the knife, feeling powerful.

>LIFT KNIFE
The knife is already in hand, but you decide to lift it up higher.
You know knives aren't dumbbells, right?

>TELL MARTIN ABOUT LAMP
Martin is surprised that you managed to turn on the lamp without needing "HELP".

>HELP
Too bad, no hints for you.

>SHOW KNIFE TO MARTIN
You pull out the knife.
Martin picks up his phone and starts calling for the police.
You quickly realise your mistake and apologise profusely. Good job.

>ASK MARTIN ABOUT PROGRAM
You show Martin a piece of paper which, supposedly, has a computer program on it.
The program appears to be written in a strange and foreign language.
Martin points to the laptop sitting in the corner, currently blocked by a ladder.

>LIFT LADDER
You move the ladder slightly out of the way.

>SHOW PROGRAM TO MARTIN
Martin doesn't respond. He's too busy trying to golf esolang quines.

>PUT PROGRAM IN LAPTOP
You try to enter the program into the laptop, but your efforts are futile.
The laptop is off.

>DROP LAPTOP
You drop the laptop to the ground, somehow turning it on in the process.
Just kidding, it's still off. The screen has an extra crack now though.

>ATTACH KNIFE TO LAPTOP
You stick the knife in one of the laptop's USB ports.
The laptop turns on.

>SET ROPE TO 0
You grab both ends of the rope and tie a knot, forming a loop.

>PUT PROGRAM IN ROPE
This program doesn't look like it's designed to run in a multi-threaded environment.

>CUT ROPE WITH KNIFE
The knife is powering the laptop.

>HIT ROPE WITH KNIFE
The knife is still (somehow) powering the laptop.

>SET INTERPRETER TO 0
You boot up the interpreter, playing around with a few flags.

>PUT PROGRAM IN INTERPRETER
You enter the program into the interpreter.

>TAKE ROPE OUT OF INTERPRETER
The language interpreted by the interpreter appears to be using immutable strings.

>TELL MARTIN ABOUT ESOLANG
The esolang you see in the laptop appears to involve a lot of nonsense.

>SHOW INTERPRETER TO MARTIN
You show Martin the output of the program. It says: "Hello, World!"

>ASK MARTIN ABOUT ESOLANG
Martin says he hasn't seen this esolang before, but it looks funky.
You get so excited about this new esolang that you knock over the ladder.

>LIFT LADDER
You pick the ladder up and move it a bit further away.

>SHOW ESOLANG TO MARTIN
Martin tries to study the language.

>DETACH KNIFE FROM LAPTOP
You pull the knife out from the laptop.
The laptop turns off.

>TELL MARTIN ABOUT ESOLANG
Martin wonders why the language doesn't have more constructs.
If it did, it might be possible to write programs that actually make sense.

>SHOW LADDER TO MARTIN
Martin argues that it's actually a stepladder.

>ASK MARTIN ABOUT ESOLANG
Martin thinks that Prelude and Fission are much more awesome languages.

>MARTIN, Your number was prime.
Martin raises an eyebrow, wondering what you're on about.

>SHOW ESOLANG TO MARTIN
Martin shows *you* Prelude. It is indeed more awesome.

>TELL MARTIN ABOUT LAMP
Martin already knows about the lamp, remember?

>SHOW LADDER TO MARTIN
It's a stepladder.

>ASK MARTIN ABOUT ESOLANG
Martin thinks the esolang could have been designed better. It's fun to write, though.

>MARTIN, Your number was not prime.
You say this to Martin, but the message isn't intended for Martin.
Martin seems to realise.

>SHOW ESOLANG TO MARTIN
The esolang seems to be called "TRANSCRIPT".

>EXAMINE MARTIN
It's rude to stare at people like that.

>EXIT
Thank goodness this charade is over.

As a side note, I've actually been nervous since @aditsu's guess, which was very close. Inform 7 is a language for creating interactive fiction games, which I didn't even know existed.

As a tribute to aditsu's attempt, I gave Inform 7 a try:

"aditsu's close guess" by Sp3000

The Nineteenth Byte is a room.
"abandon all work, ye who enter here —aditsu"

The laptop is a device in the Nineteenth Byte. A llama is here.

Carry out switching on the laptop:
    say "Hello, World!"

And here's a sample run: