Database vs files

My question is what is the advantage of using a database insted of a file to store the data for example if I store my data in a serialized object written to a file or as a structured file
thanks

I may be beating a dead horse here, but it beats working:
No, you don't have to scan all the records with a DB. Of course, at some point you will, to set up the indices. But once that's been done, you can fetch specific items much more directly and efficiently than with a file.
Any decent modern RDBMS will also have security and transactional facilities built into it that you'd have to code yourself if that's an issue for you.
The main reason, IMHO, to use an RDMBS (which is what I assume you mean by "database"), is the "R"--Relational.
With a DB, it's very easy to say "get me all the students who registered during the month of June, and all the classes they registered for," because SQL and DBs are made for expressing and describing those kinds of relations.
If you throw in an ORM tool like Hibernate, you get to write simple OO code that can largely disregard the guts of the relational model, but that model can still be maintained and managed by the tool that's best at it.
If your needs are complex enough that a DB might be appropriate, but you don't want to have to install a whole server (like MySQL, Oracle, etc.) then you might look into Hypersonic. I've never used it, but it gets a lot of recommendations here. It's an in-memory DB, and I think it runs as part of your Java app.

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