What's the word "liege" on earth mean?
It seems that my liege always refer to the king or lord,how can it be that at the same time it means people who servant the king?

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"My liege" is an archaic expression often found in Shakespeare plays. It's basically equivalent to "My lord" . It was said to the king or a nobleman  whose orders you had to follow.

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Yes, it refers to both. Here's the explanation:

http://www.thefreedictionary.com/liege

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"My liege" is a way to address royalty though it was usually used by the court and serfs  mostly. A legion serves people.