May I concur with some here? The use of the comma, as robrecht (are you related to ruprecht?) notes, is what indicates that you are addressing a person ("direct address" and "vocative" meaning roughly the same) rather than using using the word is some other grammatical form, such as a modifier.
So, "Please Mark" might be understood (as noted above) as the imperative, "I am ordering you to please Mark!", which may have salacious implications and would only be useful if you're writing in the erotic mode.
Inserting the comma makes it clear that you are addressing a person named Mark, and that whatever goes before or after his name in the sentence does not act as a modifier of his name.
Also as noted, in short informal usage, "Hello Mark" might not be objected to, since no reader is likely to believe that "hello" modifies "Mark" but is readily almost always seen as a form of greeting. But I'd put the comma in anyway since it signals to the reader that this situation is in the state of vocativity (I just made that word up).