q-value and p-value I have heard about q-values, in lines of p-values. What is the main benefit of using q-values over p-values? Why is it that p-values have to be adjusted?
Wikipedia only has two lines of mention as follows: "The q-value is defined to be the FDR analogue of the p-value. The q-value of an individual hypothesis test is the minimum FDR at which the test may be called significant. One approach is to directly estimate q-values rather than fixing a level at which to control the FDR."
 A: First, note that the "q-value" has gathered two distinct meanings along time.
The first being: the minimal FDR level for which hypothesis $i$ is rejected (1).
The second being: the estimated pFDR of a rejection region which starts at hypothesis i'th test statistic (2).
In both cases, the motivation comes multiple hypothesis testing, as using the nominal p-values will lead to an inflation of false findings. Particularly, the ratio of false findings within all findings (FDR) will not be controlled. 
Denoting by $R$ the total number of findings, and by $V$ the amount of false findings, you can define the false detection proportion $FDP=V/R$. Accepting the convention that no findings means no error, i.e., $R=0 \Rightarrow FDP:=0$, you can define: $FDR=E(FDP)$ and $pFDR=E(FDP;R>0)$. 
We can now return to the question at hand...
"The q-value is defined to be the FDR analogue of the p-value" refers to the first definition of the q-value, and provides the means to control the FDR.
"... directly estimate q-values rather than fixing a level at which to control the FDR" refers to the second definition of q-value, and provides means to control the pFDR.
See the references and the FDR wiki for more details.
(1) Benjamini, Y., and Y. Hochberg. “Controlling the False Discovery Rate: a Practical and Powerful Approach to Multiple Testing.” JOURNAL-ROYAL STATISTICAL SOCIETY SERIES B 57 (1995): 289–289.
(2) Storey, J. D. “The Positive False Discovery Rate: A Bayesian Interpretation and the Q-value.” ANNALS OF STATISTICS 31, no. 6 (2003): 2013–2035.
