Years ago I read short story about a man sitting in his room. Suddenly appears the same man but from the future and gives him an advice about the future. Original man seems to agree to follow that advice. Man from the future goes away. Then another version of that man from another future comes and gives a completely opposite advice and begs original man to follow it. Then this second version of this man from future also left. Original man stays alone not knowing which advice from future he must follow.
This sounds like Robert Heinlein's "By His Bootstraps", although the original man doesn't exactly "stay alone" at the end.
Here is the beginning of the plot summary from Wikipedia (I've added emphasis to the parts which match your description):
Bob Wilson locks himself in his room to finish his graduate thesis on a mathematical aspect of metaphysics, using the concept of time travel as a case in point. Someone says, "Don't bother with it. It's a lot of utter hogwash anyhow." The interloper, who looks strangely familiar, calls himself "Joe" and explains that he has come from the future through a Time Gate, a circle about 6 ft (1.8 m) in diameter in the air behind Joe. Joe tells Bob that great opportunities await him through the Gate and thousands of years in his future. By way of demonstration, Joe tosses Bob's hat into the Gate. It disappears.
Bob is reluctant. Joe plies him with drink, which Joe (a stranger, from Bob's point of view) inexplicably retrieves from its hiding place in the apartment, and Bob becomes intoxicated. Finally, Joe is about to manhandle Bob through the Gate when another man appears, one who looks very much like Joe. The newcomer does not want Bob to go. During the ensuing fight, Bob gets punched, sending him through the Gate.
It is later revealed in the story that the three men all look alike because they are the same man.
The story can be read online at http://pot.home.xs4all.nl/scifi/byhisbootstraps.pdf.