The word "actually" is an adverb with several meanings and uses:
As a statement of fact It can emphasize the truth or reality of a statement, or be used as another way of saying "really"125. For example, "I don't know what actually happened"1.
To indicate surprise It can introduce information that is unexpected or contrary to what one might think13. For example, "You actually like modern jazz?"3.
To politely correct It can be used to correct someone or introduce a change or contrast in what is being discussed34. For example, "Yes. Actually, they're Australian"3.
As a discourse marker It can be used in speaking to introduce a new topic, add information, or provide more detail34.