Why won't my macro variable resolve?

I have a macro variable, &myvar, but it won't resolve when I try to put it in a data step variable. Why won't it, and what can I do to fix this?

%let myvar=Hello, world;
data _null_;
  x='&myvar.';
  put x=;
run;

Macro variables in SAS won't resolve when they are in single quotes, '&myvar'. They need to be in double quotes, "&myvar", in order to resolve properly.

If you need to have single quotes and a resolved macro variable, you have a few options, but the simplest is:

%str(%'&myvar.%')

The %' inside of %str will place a single quote character (or apostrophe) in the text string by itself without causing it to be quoted.

data _null_;
  x="%str(%'&myvar.%')";
  put x=;
run;

or

%let myvar2 = %str(%'&myvar.%');

In SAS 9.4M6 or higher version, you can use %tslit() to achieve the same function.

%let myvar=Hello, world;
data _null_;
  x=%tslit(%superq(myvar));
  put x=;
run;

%put %tslit(%superq(myvar));

x=Hello, world
'Hello, world'

This is a macro pre-defined in SAS. Here is the documentation about it:
https://documentation.sas.com/?docsetId=lebaseutilref&docsetTarget=n1phgnraoodvpln1bm941n44yq7q.htm&docsetVersion=9.4&locale=en