When you do something personally, you do it yourself. If you promise you'll personally sell Girl Scout cookies to your neighbors, you can't just put flyers in their mailboxes or make your brother knock on their doors.
Doing things personally means doing them in person, often not involving anyone else. If the grand prize of a contest involves your favorite movie star personally driving you around Hollywood in a Rolls Royce, it means she'll be the one behind the wheel. Another way to use this word is to mean "privately," as when someone's work life is great but they're really struggling personally. You can also use personally to refer to yourself: "Personally, I prefer vanilla ice cream."