Well, there are two ways to go about doing this. If the terrain is editable, you will have to go about it like Minecraft:

• Generate new chunks as the player moves (using a seed).
• Then, save each chunk to the HDD.
• When the player returns, just load the chunk save file.

If the terrain is static, you can do real-time infinite terrain:

• Generate new terrain as the player moves (using a seed).
• Degenerate old chunks as the player moves away.
• When the player returns, just regenerate the terrain using the same seed as previously.

Even if there are non-terrain items that the player can use or something, you can just save them to a save file without saving the terrain.

An important concept with detailed infinite terrain is Tessellation. Also, knowing proper memory management is also important since you will be adding and removing a lot of terrain data (and other data in general) to/from RAM almost constantly.

another thing worth noting:

if your coordinates start getting large, such as when the camera is a long distance from the origin, there might start being graphical artifacts and jitter.

one solution to this problem is to keep track of a "reference point" which may serve as a local origin for the visible scene (and somewhere nearby the present camera location), and everything is drawn relative to this point. as the camera moves around, this reference point may also move around occasionally, but this may be invisible to the player.

object origins and similar may be stored relative to various defined reference points (such as for the part of the world they are currently located in). vector addition and subtraction can then be used to represent everything nearby the camera in a local coordinate space.

alternatively, object origins and similar can be stored using doubles, and the reference point (or maybe the camera origin) can be subtracted out as part of the rendering process.

another thing worth noting:

if your coordinates start getting large, such as when the camera is a long distance from the origin, there might start being graphical artifacts and jitter.

one solution to this problem is to keep track of a "reference point" which may serve as a local origin for the visible scene (and somewhere nearby the present camera location), and everything is drawn relative to this point. as the camera moves around, this reference point may also move around occasionally, but this may be invisible to the player.

object origins and similar may be stored relative to various defined reference points (such as for the part of the world they are currently located in). vector addition and subtraction can then be used to represent everything nearby the camera in a local coordinate space.

alternatively, object origins and similar can be stored using doubles, and the reference point (or maybe the camera origin) can be subtracted out as part of the rendering process.

Yes! That's very important, otherwise things will get glitchy really fast.

One concept that I've read about is place the camera (and player) at the "world origin" and move/rotate the world around the player rather that moving the player/camera around the world. I've never tried it, so I have no experience with it. One problem with the concept is that it might not be as efficient as moving the player around the world (rather than calculating the position of just a few things (player, camera, etc.) you need to calculate the position of everything but the player/camera).

How to Generate new chunks? I know something about Fractal,but it seems to be unreal.

Well, there are two ways to go about doing this. If the terrain is editable, you will have to go about it like Minecraft:

• Generate new chunks as the player moves (using a seed).
• Then, save each chunk to the HDD.
• When the player returns, just load the chunk save file.

If the terrain is static, you can do real-time infinite terrain:

• Generate new terrain as the player moves (using a seed).
• Degenerate old chunks as the player moves away.
• When the player returns, just regenerate the terrain using the same seed as previously.

Even if there are non-terrain items that the player can use or something, you can just save them to a save file without saving the terrain.

An important concept with detailed infinite terrain is Tessellation. Also, knowing proper memory management is also important since you will be adding and removing a lot of terrain data (and other data in general) to/from RAM almost constantly.

There are many ways to go about doing this. Fractal and Simplex are probably the two most popular. You just need to make sure you use the same seed (keyword) and algorithm for each and every chunk, otherwise you'll get some weird issues where chunks won't line up properly.