You can buy physical gold through a jeweller or a bank.
Jewellers are the traditional channel for purchasing gold, typically in jewellery form.
But, more recently, banks have also started offering gold bars and biscuits for sale.
Wherever you buy it from, make sure it's a trusted jeweller or a bank that will provide you a certificate.
If you buy gold coins or bars worth more than Rs 50,000, then you will need to show your PAN card and an ID proof.
If you buy gold from a jeweller, then you don't have to produce any documents.
Also see: Invest in Gold through ETFs