Why is wave function so important?
Just to clarify, the question should be "Why is the wave function so important to us?"
The reason for the distinction is that we define the wave function and attach certain meaning to its behavior under mathematical manipulation, but ultimately it is a tool that we use to achieve some purpose. The purpose of this tool is to make predictions regarding certain measurable features of the external world.
So what does the wave function represent?
By definition the wave function represents probability amplitudes, and the square of the modulus of the wave function represents a relative probability. We can multiply the wave function with its complex conjugate in order to define a real function that tells us the probability of an event within some interval of spacetime.
$$\Psi(x,t) = Ae^{-i(kx-\omega t)}$$
$$|\Psi|^2 = Ae^{-i(kx-\omega t)}Ae^{i(kx-\omega t)}=A^2$$
$$\int_{-\infty}^{\infty}|\Psi|^2dx = 1$$
The importance of the wave function really comes out when we actually manipulate it. It turns out that probability amplitudes evolve deterministically, which means we can identify the probability of certain future events. The fact that we can represent nature this way mathematically gives the wave function special meaning to us as creatures who are interested in predicting future events. A nice analogy can be made to the power of the wave function and the power early astronomers had in predicting the seasons. Early civilization was extremely concerned with the growing season. The fact that one could watch the stars and make precise enough measurements so as to predict when the next growing season occurred was extremely important. Similarly, the ability to predict certain outcomes of experiments with extreme accuracy allows for the ability to do things like MRI's and other high tech applications.
How many types of wave function exist?
How many do you want? TMS's point about there being difference between bosonic and fermionic wave functions is a good start, however, the better point is that the wave function is situationally dependent. One could try to define a universal wavefunction which in principle describes the entire universe. However, in reality, even if we defined such a wave function, we would still be forced to only consider a portion of it in most practical situations. This I would argue is possible only because some long range effects are small enough to be ignored in certain applications. In any case, in any given situation one can define a single wave function for the evolution of the system, which will be composed of many superposed independent wave functions which represent some sub component of the system. We are principally interested in how these subcomponents interfere with each other so as to effect the outcomes of experiments.
What means time and space coordinates inside of wave function? (I know
how to find wave vector and angular frequency but I don't know how to
find time and space coordinates.)
The exponent of the wave function $-i(kx-\omega t)$ can be understood in terms of action, which is defined as the difference between kinetic and potential energy (the Lagrangian) over time.
$$S = \int L dt$$
It is possible also to understand this in terms of how this varies over space and time, which is how it is frequently understood in most physical applications.
The variation of the Lagrangian over space and time (x is space and t is time) is of principle concern in physics. When we see $-i(kx-\omega t)$, we understand we are looking at a very simple version of the action. When we start talking about systems with more particles, this equation becomes more complicated.