I’ve heard the saying living pay check to pay check what does that mean ?

It means you can never really save enough money after paying all your bills. Since you have no savings built up, the only way to pay for your expenses is to wait for the next paycheck. Hence, you're living from one paycheck to the other

I think it comes from the days when people used paper based authorisations to transfer money instead of EFT, it's referring to living entirely on each one of those with no savings to fall back on.

Imagine the conditions in the 3rd world

You’re poor. Payday all the money goes into your account, by the end of the day your money is gone and you’re left waiting for the next pay check to cover more expenses.

It means your monthly expenditure is equal to or more than your paycheck..

Outcome => Income 😜