This is a way to share your opinion. You start with "Personally..." to show that you're not telling the listener what to do, but simply sharing your own experiences or ideas:

Personally, I think it's a bad idea.

Personally, I try not to get involved in other people's arguments.

But watch out: even if you add "Personally..." to communicate that you're only sharing your personal opinion, people might still get annoyed that you're telling them what to do.