When learning Korean, some things aren't explained very clearly.
One of those things is the use of 제발 (je-bal) or "please."
I always try to be SUPER polite, so the first thing I try to learn in any language is PLEASE.
In Korean if you look it up in a dictionary, you'll find 제발 but, it needs to be explained a bit better.
제발 is used in more dramatic situations. Like "please stop, I beg you" or "please let me in, I beg you"
You can use it in normal conversation but in a joking manner like "IM BEGGING YOU GUYS, CHILL"
To say please a more normal way, you use the verb ending "세요" (se-yo)
Please give me - 주세요 (ju-se-yo)
Please do that for me - 하세요 (ha-se-yo)
Please don't go - 가지마세요 (ga-ji-ma-se-yo)