If scene changed,

Let’s say I have main character which contains many gameobject, user interface component in it.

I have tried to store whole infos this character has, and want using it in another scene, so I firstly make prefab and assign this main character to that prefab.

And after load another scene, when I drag drop that main character prefab to Hierarchy, much of component become null.

So, if for using some prefab in other scene, it must contains all component also in prefab component already in project pane?

Which values are getting reset? If you have links to other objects then they will need to be reassigned in the new scene. If you mean that normal variable values (like floats, strings, etc) are being reset then make sure you are applying changes to the prefab before using it in the new scene.