It's normal.
You don't insert a variable but a string.
For insert a variable in a string there are several ways.

My favorite is this :

varToInsert = 131531
String = f"My number is {varToInsert}"

With your code :

def mail(hW):

 mail_body = f"""
 Hey,
 {hW} ## <I want Hello World to be here>
Regards,\nJohn Doe

"""