The first generation stars mark the transition between the dark ages of the Universe and the appearance of the sky as we know it. Search for the first generation stars, (i.e., the population III stars, strictly with the chemical composition left by the Big Bang) has led to  results that (1) No such stars were found, (2) Stars with metallicities significantly below [Fe/H]≤ -2.5were exceedingly rare. Owing to a recent survey undertaken by Beers, Preston and Shectman (hereafter BPS) , the number of known extremely metal-poor stars in the Galaxy has substantially increased. At present, the lowest metallicity star ever has found [Fe/H]=-4.1. And the number of stars discovered with -4.0≤ [Fe/H]≤-3.0 is above 100. The kinematics of these stars is similar to that of other halo stars. The formation processes, the initial mass function of the first generation stars and their existence in the present universe are not known with any certainty. On the other hand, one thing is sure－they did exist! The first generation stars are enigmatic entity which  challenges to astronomical observation and theory largely. One may wonder why no population III has been found if more than 100 stars known with metallicities from  [Fe/H]= -4 to -3. Different kinds of explanations and observation programs have been proposed. In this paper, it is interesting to introduce some new progress about the first generation stars in the fields of the observation and theory.