Sophia here from Shopify. Welcome to the Shopify Community!
This error message typically comes up when the store's address isn't covered by the shipping zones determined under Settings > Shipping and delivery in the admin. In order to proceed through the checkout with a shipping address in India, you'll just need to make sure that your store has a shipping zone that covers India.
If you're only shipping within India, you'll only need to set up one shipping zone. However, if you ship to multiple countries or regions and need to set up different rates for each, I'm happy to discuss those settings in further detail with you.
In addition to the shipping zones, you may also need to to check the settings for shipping profiles to make sure all products are covered. Let me know whether you have one general shipping profile that covers all products or whether there are multiple shipping profiles and zones.
Since I'm not able to look into your account-specific settings from this public space, feel free to share screenshots of your shipping settings. Just be sure to exclude any personal information.