What you are seeing is typical when running "init.php" -- the code is executing. I will not get into the details since what you need is a work-around.
Two methods are available to you write to a log file or capture / buffer the stdio using other php methods. I suggest, since you are learning, to use something like 'Firephp' a Firefox add-on which will let you log to the console log in Firefox. Chrome has a similar add-on but I am not familiar with it.
https://addons.mozilla.org/en-US/firefox/addon/firephp/
At this point do not worry about why echo does not work after requiring "init.php". You will figure that out later when you are more familiar with vbulletin code.
Hope this helps, have fun.