I've created a new CMS page via the Admin area Content > Pages > Add New Page. I entered some text: Hello, World! but when I go to the page, all I see is "Hello, World!" on a blank page – my template / theme is missing. What am I doing wrong?
It sounds like you have selected the empty layout.
In the admin go to your CMS page and click on the design tab (you may need to click on the 'Currently Published Revision' first if you have version management enabled).
In the layout field make sure you have a layout other than empty selected.
Without seeing the admin it's hard to say that's definitely the case but it sounds likely.
Please change column layout to "1 column" from "Empty"
And run the below Commands
<your Magento install dir>/bin/magento setup:static-content:deploy <your Magento install dir>/bin/magento setup:upgrade <your Magento install dir>/bin/magento indexer:reindex <your Magento install dir>/bin/magento cache:flush
that may solve your problem.