What rachael72knitter said is right if you are knitting flat. You knit every row and you get ridges that look sort of like purls on both sides of the fabric. You can also get the same fabric by purling each row, and if you are a purl lover you can do it that way. I think most people prefer to knit, and that is probably the reason they always say knit each row.
If you are working in the round you have to alternate knitting a row with purling a row to get the same fabric.