As we enter the era of quantum technologies, quantum estimation theory provides an operationally motivating framework for determining high precision devices in modern technological applications. The aim of any estimation process is to extract information from an unknown parameter embedded in a physical system such as the estimation converges to the true value of the parameter. According to the Cramér-Rao inequality in mathematical statistics, the Fisher information in the case of single-parameter estimation procedures, and the Fisher information matrix in the case of multi-parameter estimation, are the key quantities representing the ultimate precision of the parameters specifying a given statistical model. In quantum estimation strategies, it is usually difficult to derive the analytical expressions of such quantities in a given quantum state. This review provides comprehensive techniques on the analytical calculation of the quantum Fisher information as well as the quantum Fisher information matrix in various scenarios and via several methods. Furthermore, it provides a mathematical transition from classical to quantum estimation theory applied to many freedom quantum systems. To clarify these results, we examine these developments using some examples. Other challenges, including their links to quantum correlations and saturating the quantum Cramér-Rao bound, are also addressed.