When you run csi.exe /? (with Visual Studio 2015 update 2 installed), you will get the following syntax
Microsoft (R) Visual C# Interactive Compiler version 1.2.
You can use Environment.GetCommandLineArgs() for that.
Example for your example:
using System;
Console.WriteLine("Hello {0}!", Environment.GetCommandLineArgs()[2]);
Notice that I'm reading the third item, because Environment.GetCommandLineArgs() gives the entire command line (if you run the script using csi test.csx David, the first one will be csi and the second one test.csx)