Quasi-normal modes (QNMs) of a black hole (BH) are the eigen modes describing the dissipative oscillation of various fields in that spacetime, which can be intrinsically produced by the linear perturbation theory. With the discovery of the first gravitational waves (GWs) event, GW150914, a new window into the universe has been opened, allowing for the detection of QNMs associated to the ringdown process, which will enable more accurate measurements of the BHs parameters as well as further testing of general relativity. This article discusses the linear perturbation theory of BHs and provides review of several QNMs calculation methods including the newly developed methods. We will also focus on the connection between QNMs and the detection of GWs as well as some recent advancements in this area.