If your goal is to create a string using a string literal like this:

str = "Hello\nWorld";

and output what it contains in string literal form (a fairly specific use case), you can use JSON.stringify:

console.log(JSON.stringify(str)); // ""Hello\nWorld""

const str = "Hello\nWorld";
const json = JSON.stringify(str);
console.log(json); // ""Hello\nWorld""
for (let i = 0; i < json.length; ++i) {
    console.log(`{json.charAt(i)} (0x${json.charCodeAt(i).toString(16).toUpperCase().padStart(4, "0")})`);
}

.as-console-wrapper {
    max-height: 100% !important;
}

This is a fairly unusual thing to want to do, though helpful sometimes for debugging in awkward situations where, for whatever reason, you can't use a debugger directly.

console.log adds the outer quotes (at least in Chrome's implementation), but the content within them is a string literal (yes, that's somewhat confusing).

JSON.stringify takes what you give it (in this case, a string) and returns a string containing valid JSON for that value. So for the above, it returns an opening quote ("), the word Hello, a backslash (\), the letter n, the word World, and the closing quote ("). The linefeed in the string is escaped in the output as a \ and an n because that's how you encode a linefeed in JSON. Other escape sequences are similarly encoded.

To be clear, if you just want to create a string with H, e, l, l, o, \, n, W, o, r, l, d in it, you don't need JSON.stringify for that. Just escape the backslash so it's not treated as an escape character: "Hello\\nWorld"

console.log("Hello\\nWorld");

The JSON.stringify thing is just for situations where you want to see a string-literal-like output for a string with things like newlines in it, usually for debugging.