The term ’condensed matter’ is p opularized by Anderson based on his famous philosophic idea ”more is different”. It refers to the hierarchical structure of science. As the system grows from a few particles to a large and complex aggregates and involves a massive increase of degrees of freedom, new physics emerges which is not a simple extrap olation from the elementary building blo cks. This brings us the various exotic quantum phenomenon observed in correlated electron system, such as high T c cuprate and iron pnictide superconductors. In the cuprate and newly discovered iron based superconductors, there are multiple interaction competing or coexisting with each other, and it is usually believed that the high Tc superconductivity arises from the suppression of the long range antiferromagnetic (AF) order, meanwhile the ’normal states’ in the parent compounds are not normal and exhibit exotic properties such as the pseudo gap phase in cuprate and nematic phase in iron pnictides. In these phases, multiple degrees of freedom such as spin, charge, orbital, and lattice are entangled and it is often difficult to distinguish the driven force of the various emergent behavior. Cuprate superconductors are usually considered as doped Mott insulator where the kinetic energy and on-site Coulomb repulsion U are two dominant energy scales comp eting with each other. In iron pnictides, however, the strongly enhanced mass of electrons is not dominated by Hubbard U but the Hund’s coupling J. The extra orbital degree of freedom pushes the system leads to bad metals and the emergence of orbital selective b ehavior. In LiFeAs which is b elieved to b e in proximity to the orbital selective Mott transition, large orbital differentiation have b een calculated by DFMT and observed by ARPES exp eriments. In my inelastic neutron scattering exp eriment, I discovered that the electron doping dep endence of the low energy spin fluctuations is opp osite to that observed in Ba122 system. Comparing with the Fermi surfaces results from ARPES, I concluded it is the natural results of orbital dep endent band renormalization and consistent with the nesting picture successfully applied in 122 system. More significantly, based on the whole spin excitation sp ectrum, I discovered the two-branch feature of the spin excitations suggesting orbital selective spin excitations in LiFeAs system. With spin-orbit coupling, the spins in solid can feel the lo cal surrounding charge environment and prefer certain orientation in spin space. This gives the magnetic anisotropy and lead to gap op ening in the spin excitation sp ectrum. With p olarized neutron inelastic scattering exp eriment, one can determine the dynamic magnetic resp onse along different crystal axes. In the previous neutron scattering exp eriments, it was found that there are evolutions of spin anisotropy from undop ed to overdop ed comp ounds or from low to high temp eratures in 122 families. In Ni-dop ed BaFe 2As2, spin excitation anisotropy can be used as a probe of orbital ordering in the paramagnetic tetragonal phase. In my polarized neutron study on BaFe2As2, I successfully observed the critical scattering of Ma component while the other two not. This suggests that the low energy effective model near the magnetic transition in BaFe2As2 is a Heisenberg model with Ising spin anisotropy. The nematic phase in iron pnictide is a typical emergent phenomenon involving multiple degrees of freedom coupled with each other. It is difficult to distinguish the driving force of the nematicity which is still an open question up to now. In NaFeAs parent comp ound, I studied the coupling b etween the spin and lattice degree of freedom and their effect on the phonon and magnon sp ectra. I demonstrated that the IPTA phonon which is asso ciated with the orthorhombic distortion in the nematic phase, has a softening b ehavior p ersisting far ab ove Ts resulting in a nonlinear dispersion in the long wave length regime (small q). Such a phonon softening and accompanied spectral weight redistribution of spin waves are the natural consequence of the spin-phonon coupling and one-phonon-two-magnon scattering channel has to be involved. Our results suggests that the spin-phonon coupling might play important role in determine the physical properties associated with the nematic phase. In conclusion, I studied the complex interplay among several degrees of freedom in iron pnictides including 122 and 111 systems and the effect of their coupling on the physical properties. My results provide a significant advances in understanding the normal state of iron pnictides and unveiling the underlying physics which might be responsible for high Tc superconductivity.