I removed gdm and install lightdm, after that I am stuck at infinite loading.
Pressed Ctrl + Alt + F2, unable to use TTY... And I cannot enter recovery mode by press shift... What can I do for it?
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There is no desktop rescue mode in Linux.
In a regular Debian or Ubuntu you instead have to start the rescue mode from the GRUB menu.
There are plenty of posts about how to use that mode so I won't go in detail here about that. More or less, you'll be able to reinstall a working package or tweak the settings of the existing package to possibly make it work. That mode includes a way to start a shell in a terminal, which you can use to tweak your settings directly in files and install/remove packages.