I would like to compare a gene (the same gene) from two different species, which software should i use, any suggessions ( software, tutorial...), i'll be grateful!
You should align both sequences and visualise the resulting alignment. There a lot of softwares to do this. Muscle is a great tool. However, if you want to use a user-friendly graphical tool, you may use clustalX
All depend on aim of comparing. Do you want to reconstruct phylogeny or simply compare genes? What type of sequence do you have (nucleotide or protein)? You can use BioEdit, GeneDoc, Paup, MEGA or any other software depending on your aims.
As it is mentioned above, it depends on what your final outcome needs to be. What is your main intention of comparing these sequences? If it is to find conserved regions first do an alignment as mentioned above and check it manually. Jalview is an ideal application (Java based) to do this. You can launch it using Launch Jalview Desktop on following page: http://www.jalview.org/download
A guide on how to use it is here: https://www.youtube.com/watch?v=QjT3dMCDphY
Then use Alignment (I prefer Muscle) to align the sequences, and you can color code the aligned sequences according to what you want to see (Identity, hydrophilicity), or even create a rough tree to see how your sequences are important in evolutionary point of view.