After bought Holy Fury, I restart to play as Mathilda of Tuscany again, and now I'm King of Sicily. I asked to be crowned by the Pope, and he send me an errand job to kick Excommunicated King (of Denmark) ass. If I do nothing, what will happen to me? Getting Excommunicated?
If you accept, you will be immediately forced into a war. If you refuse, you won't be crowned, and you'll have an ever-increasing negative opinion modifier from all your vassals. (IE: Unless your diplo stat is amazing, you're going to have faction problems.) And you won't be able to ask the same Pope for a coronation for 10 years.
However, you can be crowned by anyone - it doesn't have to be the Pope. The next best option is a high-tier bishop, but I think you can go for any random priest if you're desperate. (Or you can murder the Pope...)
I'm mean, Denmark so far away, my levy will arrive in there 8 months later, and the war already over, because right now Duke of Saxony targeting him too with 30% War Score.
If you somehow win, the coronation will proceed.
If the war is invalidated, it's treated as a win and the coronation will proceed (...\common\cb_types\00_cb_types.txt , line 6516). (If I've read your question correctly, this is what you think will happen - you will declare war, Saxony will win their excomm war in a few months, and your excomm war will be invalidated as a result.)
If you lose, you don't get crowned, but some flags are cleared "to avoid locking the player in the middle of the negotiation forever". I think this means you can ask the Pope again.
The Pope hate me because I hold Duchy of Ferrara & Spoleto (dejure part of Papacy)
One option is to drift those duchies into your primary title (Sicily): Make sure you keep Sicily as your primary title for 50-100 years (depending on your game rules); eventually, these duchies will drift out of the Papacy and into Sicily. (And the Pope won't hate you so much any more.)
Alternatively, maybe you can usurp the king-tier title that has all this de jure land? The title will be completely renamed (from "the Papacy" to "Romagna"); the Pope will be very angry for a while; but none of his successors will want your land.