How you punctuate an e-mail or other greeting depends on the level of formality and the structure of the message. In a formal message, one that does not begin with a direct address, you would likely write:

Dear Anne,

But the greeting “Hi” is a form of direct address, which by convention is set off with commas:

Hi, Anne,

That said, “Hi” marks the correspondence as informal. Thus, you might omit the punctuation:

Hi Anne,

If you run the body of your correspondence into the greeting line, as in a text message, you might use a period instead of a comma after the name:

Hi Anne. Do U want to meet l8ter?