You can print any string using the print function. In the REPL, this string is also returned, so it has the effect of printing it twice---once to *standard-output* as instructed by the print function, and once as the printed representation of the function's return value for the REPL interface.
(print "Hello, world!")
(print "This is a string")
The format function is a little more flexible.
(format nil "Hello, ~A!~%" 'lisp)
(format t "Hello, ~A!~%" 'lisp)
(format t "Hello, ~A!~%" "Lisp")
(format t "Hello, ~S~%" "Lisp")
It takes a format string which includes directives, a tilde followed by a character. As you can see, some directives consume arguments (like the ~A above), others don't (like the ~% for outputting a newline character).