The most common and most likely answer to this crossword clue is the 7 letter word PRITHEE
P
R
I
T
H
E
E
Buddy explains!

The straight part
We know that "please!" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case please! = prithee.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does PRITHEE mean?
PRITHEE interjection- Short for "I pray thee", i.e. Please.