I am new here and I want to know about Facebook application development. So please give any suggestions for that. Thank You.
While it's far from complete the best place to start learning about Facebook apps is at Facebook: https://developers.facebook.com/
A specific question, goal or defined topic would be much more appropriate for a community forum like this rather than trying to talk about the already defined concept of an app.
Please feel free to open a new thread if there's something you'd like to drill into further.