Please explain "No good deed goes unpunished". Thank you, in advance!?

It's a joke. When you hear the start of that sentence you expect it to say something uplifting like "No good deed goes unrewarded," but in fact the sentence ends by saying just the opposite. This is the literary technique called a paraprosdokian.

Beneficial actions often go unappreciated or are met with outright hostility. If they are appreciated, they often lead to additional requests.