Thanks for the tip.

After editing nginx.conf thusly...
==============
...
location / {
root html;
index index.html index.htm;
content_by_lua_file html/hello.lua;
add_header Content-Type text/plain;
}
...
==============

... the script simply displays an empty page, with no error in logs/error.log.

To avoid bothering you guys with newbie questions, is there a tutorial to get started with ngx_lua?

Thank you.