This is the correct way.
function Button() {
    return (
        <button onClick={() => console.log("Hello World")}>Click me!</button>
    )
}
export default Button;
But why directly pass console.log like this is not allowed?
function Button() {
    return (
        <button onClick={console.log("Hello World")}>Click me!</button>
    )
}
export default Button;
I just want to know why
