Yes, a comma goes after "please" when:
* It's followed by a direct address:
* Example: "Please, John, can you pass the salt?"
* It's part of a longer phrase that requires a comma:
* Example: "Please, if you have time, stop by later."
* It's used for emphasis:
* Example: "Please, be careful!"
No, a comma doesn't go after "please" when:
* It's followed by a verb or a noun phrase:
* Example: "Please close the door." "Please give me a glass of water."
In short, use your best judgment based on the sentence structure and the intended meaning.