I have a website in which the URL structure is mysite.com/Anything_Here/And_Something_Here.I would like to have another section in the same site with mysite.com/new-section/and-new-contents-here/.Does it make any problems? Is it advisable?
Is URL consistency important? Can I have multiple URL styles on one website?
seo;domains;url;url parameters
Having different styles of URLs for different parts of your website is not an SEO problem.  As long as your URLs uniquely identify content and are not spammy, they are fine with search engines.The only place that I could see this becoming an issue is if you tried to apply rules to clean up your URLs.  In that case you might need to write different rules for the different sections of your website rather than apply a single rule site-wide.