To always do something is to never stop doing it, or to do it every time. Some people believe that if you always say “please” and “thanks,” everyone will love you. They’re wrong, but still — say “please” and “thanks.”
The adverb always came about in the mid 14th century. It came from a pair of Old English words, ealne weg, which literally meant "all the way." A lot of times when people use the word they're exaggerating. If you routinely roll into work after everyone else has settled down at their desks, you boss might accuse you of "always" being late, even if you're only late once or twice a week.