if you debugging from DigiESP it should start it automatically, otherwise you can start it manually from the console or shell:
gdbserver :4321 /usr/bin/hello_wrold
and on your development system did:
gdb
target remote :4321
symbol-file
AND:
(gdb) b main
Breakpoint 1 at 0x844c: file hello_world.c, line 22.
(gdb) c