I have problem with extrude tool, when I try to give thickness to my model and try to use blue arrow (z axis) and extrude it out selected faces, extrusion is happening in 2 sides I mean (extrude in & extrude out).

I really appreciate your help. I tried it and it works.Chances are you've extruded already and didn't realize/undo it so now you have duplicate faces sitting in the same space. This double sided extrusion now is the result. Select the object and go to Mesh>cleanup. Make sure the operation is set to "clean up matching polygons" and in the remove geometry section, check "lamina faces" and "faces with zero geometry" (the default tolerances should be fine) and apply. That should eliminate the duplicate faces and the tiny faces connecting the inner and outer shells respectively.