my favorite flower is a lily
LIlies are beautiful flowers!  They are important in culture and literature in much of the world.
Oh yes. Do you know in which climate they thrive much better? 
They like the temperate northern hemisphere, though their range extends into the northern subtropics.
to which country are they native to? 
I'm not sure, but there is a North American species in which the base of the bulb develops into rhizomes
I have a couple of the species in my garden 
You must have a beautiful garden since Lilies are tall perennials!
How many colors do Lilly come in 
I really don't know, but I do find it surprising that they form naked or tunicless scaly underground bulbs!