What are the advantage of sicilian defense for black? I have seen many players with black prefers Sicilian defense, what are the advantage of the opening?
The sicilian defence is not just one opening, it is a whole family of variations, that are quite different from each other. So this breadth of possible choices surely contributes to the popularity of the sicilian.

The sicilian variations are also usually quite sharp. This makes it easier for black to create winning chances. In the open sicilian (which is usually the main line) black gets the longterm advantage of two centre pawns against one centre pawn and the open c-line. The other defences against e4 don't have quite such a big disbalance.