Albanian with a capital A is the ordinary word for one person from that country. It is countable, so one person is an Albanian and more than one are Albanians. When you mean the people of the country as a whole, you can say the Albanians. The same spelling also names the language, and it can sit in front of a noun the way an adjective does, so the place it takes in the sentence is what tells you which use you are reading. Note the small difference in the endings: Albania is the country, Albanian is the person.

As a language name, Albanian is uncountable and takes no a and no the: she speaks Albanian, the book is in Albanian. Like every language name in English it keeps its capital letter. The same word also means a person from Albania, so look at what comes before it: a or the in front usually points to the person, while speak, learn, read, write and in front of it point to the language.