Few days ago my Facebook account got hacked and recovered using my cellphone immediately. Later, I had known that, the password was changed by answering the security question by someone else.

I set the security question without being concerned. So I step forward to change the security question. Then I came to know that, Facebook will not allow me change the security question due to security reason.

What kind of security this is ??? Now I have to continue my Facebook while someone else's also knew the answer. That means my account can be gone again, anytime

So, be careful of the security s**t of Facebook. If you didn't set any security question, that's fine, there are lots of other options to recover. If you decided to set one, make sure that nobody else can guess it.