The carbon atom which is attached to a functional group is referred as
Alpha hydrogen:
The hydrogen which is attached to is
There is no alpha hydrogen in benzaldehyde because the functional group here is carbonyl and the alpha carbon to this is the carbon attached to the benzene ring is carbonyl. Therefore, there is no hydrogen that can be considered alpha hydrogen.
When one draws the structure of benzene which is attached to carbonyl, there is no Hydrogen in that Carbon.