Wanted to know, if i identify new item in between of Sprint. Do i directly add it in Spint Backlog, or do i need to discuss it in daily scrum and add once it got approved in daily scrum ( But in that case i am not stick with the purpose of daily scrum) or do we need to discuss it with Product Owner and need to be add in Product Backlog.
If the new item is a requirement that expresses business value, then you should discuss it with the Product Owner. The PO owns the Product Backlog. He or she can then decide whether or not to include it, and if so how it should be ordered. However, the Development Team will be responsible for gauging or estimating its size.
If the new item is a task - something you need to do to complete a requirement and meet the Sprint Goal - then you need to discuss it with the rest of the Development Team. You don't have to wait until the Daily Scrum to do that, you can hold that discussion at any time. The Development Team can then plan the task into the Sprint Backlog. That's a team activity.