What is the difference between saying that $X$ is topological space and $(X,T)$ is topological space? In some theorems I see in our lecture notes, sometimes it mentions that $X$ is a topological space. But isn't $X$ is just a set, and there must be some topology $T$ with $X$ to have a topological space?

It is exactly the same, just that you write the couple $(X, \tau)$ when you want or need to emphasize there is a topology equipped to the set $X$.
When the context is clear, it is a standard abuse of notation to write only the set $X$ saying that it is a topological space, without writing the topology. But you are right: rigorously one should always write $(X, \tau)$.
Note that there are even some topological spaces that are even equipped by a distance and the topology you endow the set with is not the one induced by the distance: you understand that in this example it is somehow important to specify that you are considering the space $(X, \tau, d)$. There are even spaces called “metric measure spaces”: topological spaces where the topology is induced by the distance and equipped with a measure function defined on a sigma algebra $\mathcal{M}$, with some compatibility properties between them: there one usually writes $(X, \mathcal{M}, d)$. So, when the context is clear and “we know where we live”, it is common to refer saying just $X$, keeping in mind the structure we give to the set $X$ when defining it.
