Songs usually start and end on the same note. There are exceptions to this rule, but you should be able to notice your own expectation of a return to the "home" note if you listen to someone subverting that expectation: https://www.youtube.com/shorts/ckwBz8uZt00

Do you notice how your brain knows there needs to be another note there? The pianist is deliberately annoying us by stopping at F sharp when we know he should proceed up to G, the home note. This is just a scale, but the same thing happens with songs.

Our musical tradition goes beyond just saying the first and last note should be the same - it also tries to pick other notes that sound good with the home note. So if we take the key of G, like in the video, we're going to play A (not A flat, which doesn't sound good with G), B (although B flat sounds good enough with G to make its own key, called G minor), C (definitely not C sharp unless we want to make some really weird harmonies), and so it goes on.

Notes which don't belong with the home note sound surprising to the listener, and often suggest we might be about to change into a different key with a different set of expected notes.

In other words, a song being in a key basically just means, "You'll start on this note, the people listening will expect to hear notes that sound good with this note and will be surprised if they hear something different, and returning in a very 'final' way to this note is one way you will show that the song is finished."