Examples:
“I have always been a shy person”. This means you have been a shy person since you were born
“I am always shy” In this sentence, you don’t know when the person started being shy. (Also this sentence isn’t very natural)
A natural use of ‘always’ is “I always go to the park on Fridays”. Again, we don’t know when they started going to the park. If they said “I have always gone to the park on Fridays” then we know that they have done this for a very long time (because always can mean a very long time)
If this doesn’t make sense, I can give you more examples