I am learning Blender and I like to search tutorials but on some steps, I need to use BSDF but I have this:

Is there anyway to change this?
I am learning Blender and I like to search tutorials but on some steps, I need to use BSDF but I have this:

Is there anyway to change this?
You have your render engine set to Blender Render. Set it to Cycles instead by selecting Cycles Render in Info > Header (at the top of the window by default):

See How is Cycles different from Blender Internal? for more information.