Seasoning aluminium is as simple as leaving the cleaned pot exposed to air.
Aluminium combines with oxygen to form aluminium oxide, which shows as a slight dulling of the surface. This forms a protective layer over the aluminium.
Every time you wash the pot, clean it, but do not scrub it back to shiney, as this is removing the oxide layer, and it will just reform.
Pots new from the shop, may have some sort of film from manufacturing, or perhaps to protect it and make it look shinier in the shop. Follow any manufacturer's instructions for the first clean.
Do not use sodium hydroxide to clean it. This is a quick way to put holes in it.