A scale starts with the note that names the key. This note is the tonal center of that key, the note where music in that key feels "at rest". It is also called the tonic, and it's the "do" in "do-re-mi". For example, music in the key of A major almost always ends on an A major chord, the chord (Chords) built on the note A. It often also begins on that chord, returns to that chord often, and features a melody and a bass line that also return to the note A often enough that listeners will know where the tonal center of the music is, even if they don't realize that they know it. (For more information about the tonic chord and its relationship to other chords in a key, please see Cadence.)
Listen to these examples. Can you hear that they do not feel "done" until the final tonic is played?