When you repeat something or it happens more than once, it happens again. Every morning you wake up again.
When you return to something or somewhere, you go back again. If someone sees you every day, they might say "You again?" Some dogs bark again and again and again — they just keep barking. In sports, some teams keep wining again and again. If something happens just once, it doesn't happen again. Sometimes this word is used when you want someone to repeat information, as in "So how are you two related again?"