After you send your code in F# interactive, the FSI environment contains only definition of your main function.
You have to call this main function explicitly: main()
Console input/output will be redirected to F# interactive window - you'll see greetings there, also you'll be able to enter your name in this window also.
let main()=
Console.WriteLine ("what is your name?")
let name = Console.ReadLine()
Console.WriteLine("Hello Mr. {0}", name) // you probably wanted to show entered name here
main();; // this is line that will call your function
Petr
