What is the best practice to create a new application? is it better to use Quick app or create from the scratch? What are pros and cons with each approach?
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It's hard to answer for sure without knowing your use case, but here's some general guidance:
If you are new to Appian and want to figure out the best way to start, I'd recommend the third option. It will create several objects for you so you can understand how everything fits together. However, it still keeps a simple application so it is easy to change.
If you're still unsure which one to use, let us know what your use case is and we can also provide some additional suggestions. No matter what you choose, I highly recommend also viewing Appian Academy to find more information about how Appian works and how to create different kinds of applications.