* How do I create a program?
* How do I store a program?
* How do I run a program?
* How do I get the program to output something?
So your first statement seems to miss the mark.
To answer your question, if I'm learning a new language it's usually because I have a specific problem to solve, so I write "Hello World", and then start to grow the program into what I need. I don't have a toy problem to implement as a test.
Probably not the answer you wanted.
* How do I store a program?
* How do I run a program (in this language)?
* How do I get the program to output something (in this language)? You don't run C programs by calling python a.c, you run them by first compiling and then running the result. And yeah, I put the link there to illustrate what I was talking about, and it's not about why and how you learn a new programming language.