Something that's deceptive is not what it seems. A deceptive person will lead you to believe something other than the truth. Of course, I would never be deceptive when explaining the word deceptive.
If someone tells you that “appearances can be deceptive,” they mean you should look closely at your surroundings because the truth might not be obvious. You might see a connection between the verb to deceive and the adjective deceptive, so you are on to something. If you deceive someone, you are being deceptive. Is it ok to be deceptive when you're planning a surprise party?