My 05 ZX4 has check engine light on and off. Auto zone read code P0171, and told me to replace the O2 sensor. Really needs help ！

My guess is its not the primary o2 sensor. It should throw a specific code for the 02 sensor.
I would try cleaning your MAF sensor first off. Or if the diodes are worn through, then replace it. Try cleaning it with brake clean at first. Also if you notice some wetting on the top of the sensor or if silicone is coming out of the MAF then then its bad.
check your pcv hose. They collapse at times and create vacuumm leaks.

thank you Squareleft forget to mention, the check engine light is on for one day, and would be off the second day

Check for vacuum leaks.