for example if i start to play in F Lydian , what the last note should i landed to finish the melody in the chord changes ? is it the 1st , 5th , or any other suggestion ?
Context is everything, but in the most general sense, phrases need to start and end on chord tones (omitting for now appogiaturas, etc.). Beginning or ending on the root will provide the most definitive relation to the harmony, with the fifth playing a similar role, but both are less interesting in that they indicate a sense of finality.
Beginning or ending on the third or the seventh makes a less defined statement, open to more interpretation as to what might happen next.
If you're playing jazz, things are a bit freer, because chord extensions (9, 11, 13) are also (potential) chord tones, and are even more ambiguous than the third and seventh.
And then there's always the notion of chromatic or diatonic appogiaturas, anticipations, etc.
So after all this there are no real rules for playing, but following the above will give you a good start for practicing.
use legato technique and try to take an deviation of notes,try to catch the first note of the new chord in the song to start improvising.