Ensure you have a class in your project that extends the Mod class, and that it contains a public override void Initialize() function.Ensure that your project has references to ~\Hollow Knight\hollow_knight_Data\Managed\Assembly-CSharp.dll and ~\Hollow Knight\hollow_knight_Data\Managed\UnityEngine.dll, you may also want to reference ~\Hollow Knight\hollow_knight_Data\Managed\UnityEngine.UI.dll if you intend to use Unity’s Canvas in your mod.Either download an example mod from github or create a new C# Class Library Project, I’d recommend downloading an example so you know the structure of mods.
