I am 21 year old man and studying in college.
My hair is dry, thin , curly, tangled ,frizzy and weak,
And always my hair falls whenever I comb.
I want to get rid of these problems.
I want thick , soft, strong and lustrous hair.
Please suggest me appropriate shampoo and hair oil or
Any substitute that helps me to gain strong, long, thick hair.

Try taking vitamin b complex tablets. It will promote lustrous and strong hair.
Also, switch to a hydrating shampoo and conditioner. And regular hot oil treatments or conditioning treatments help a lot.
Just out of curiosity, which country do you live in? As some people in hot countries tend to have weak hair due to sun damaging and weakening the hair.

I think the easiest thing you could try is just to wash your hair less.
I don't know how often you wash it at the moment but it could be too much.
If you leave your hair for afew days then the natural oils your scalp produces will calm the frizz.
There was a project done about this not too long ago. Women stopped washing their hair for a month and they were amazed at how much healthier and in better condition their hair was. So try washing once a week?

Also you could try trimming it. Cutting your hair helps it grow again and the condition of your hair can improve after a trim.

About the thickness. I'm not really sure about that. The shampoos that say they will make your hair thicker never actually work.

The idea about hot oil treatments is a good one. I suggest getting a bowl of olive oil, heating it up in the microwave for about 1:30 and applying it to your hair, leaving it for 30 mintes before you wash it out. It's a lot cheaper than buying special hot oil treatments.

If your hair falls out when you brush it then you might be brushing it wrong.
Always brush from the bottom upwards, being very gentle as you go. Brush a tiny bit at the bottom then when that's tangle free move up to another tiny bit until you reach the top of your head.