Analog input, always giving a value ?

As said above, with nothing connected to the pin then it's just sitting there in a high impedance state. It needs very little influence for it to look like it has some 'input'. This can just be from the background (e.g. EMF) or noise form the uC generally, adjacent pins or other components.

Once you have something connected to the pin then you'll have a definitive input, as long as whatever you connect never goes open circuit, or too high an impedance.