Newton's first law: an object at rest tends to remain at rest, and an object in motion tends to remain in motion with a constant velocity (constant speed and direction of motion), unless it is acted on by a nonzero net force.
The net force is the sum of all the forces acting on an object.
The tendency of an object to maintain its state of motion is known as inertia. Mass is a good measure of inertia; light objects are easy to move, but heavy objects are much harder to move, and it is much harder to change their motion once they start moving.
Do Newton's laws apply all the time? As long as we're in a stationary reference frame, or even moving at constant velocity, Newton's law are valid. Such reference frames are called inertial reference frames.
Newton's Laws are not enough to account for motion observed from non-inertial (accelerating) reference frames.