What is its difference with normal voltage source?
Is it only bandgap reference generator's stability and temperature independence?
And I guess bandgap reference generator is needed for critical devices, switches, and the devices which need matching. Right?
Which 'normal' voltage source are you comparing with?
Have a read of this guide to selecting a voltage reference. It discusses some uses of references, and different types of reference. You should find it useful:
BGR are mostly built into the IC.The BGR functions in such a way that it accounts for the change in temperature of the chip and the voltage from the BGR remains constant inspite the change in temperature .Here when u tell voltage source ,do you mean external voltage source ???