Using the clj command line, if I just copy/paste what you have into the repl:
PS C:\Users\joinr> clj
user=> (ns clojure-noob.core
"I don't do a whole lot...yet."
(println "Hello, World!"))
and then I evaluate (train) and (main):
Everything seems fine. What are you doing differently?
[ed] I noticed you are following CFTBT. Is this your first time with emacs? If so, a simpler editor/setup may be better, so that you are not learning both clojure and emacs at the same time....(I say this as an emacs user, specifically spacemacs with the default clojure layer and minimal customization....).