>I have been told that always that I add a relay to my design I have to include a series resistor (series with the coil) to limit current in it.

This is wrong advice.

The relay's datasheet will tell you any limitations in the relay's duty cycle (on-time to off-time). In general the coil's voltage rating is continuous.

A series resistor could be used to run a 5 V relay from a higher voltage supply. If series resistance is added when the supply voltage and rated voltage are the same then the pick-up speed will be extended and arcing at the contacts may occur due to slow switching speed.