Aferrado means 'stubborn' or 'persistent', often with a connotation of holding on tightly to something or someone.
In the context of this song, the singer admits, "Se nota que he sido vago / Pero lo vago no me quita lo aferrado" (It's clear I've been a wanderer / But being a wanderer doesn't take away my persistence). This reveals a deeper layer to his character, showing that despite a carefree lifestyle, he is dedicated and determined when it truly matters.
Everything in this song is a small physical detail: a cap worn to one side, a little bag, a beer opened while two men sit and remember how they got here. The line the night rests on is Los sacrificios por fin dieron resultados (The sacrifices finally paid off) — the money came, so the celebration is allowed. He summons his compadre across town for it: Cáigale para recordar el proceso (Come on over to remember the process).
The second half is that same night after it has run long. Compadre, ya se me acabó la bolsa otra vez (Buddy, my baggie's empty again) comes around twice, and both times the answer is to order more: Porque se nos va a amanecer (Because we'll be up 'til dawn). He is not apologetic about any of it. Pero lo vago no me quita lo aferrado (But being a drifter doesn't take away my determination) puts both halves of himself on the record at once, and he wants his corrido playing while the shots go off. The only limit anywhere in the song is domestic: Con que mi vieja no se enoje (As long as my girl doesn't get mad).