Visa on arrival means, on arrival, you need to go to the visa counter and apply for your visa, pay your visa fee and the visa gets stamped on your passport on the spot before you go to the immigration counter.
To get the visa on arrival, you would need to furnish your return tickets, hotel reservations, passport size photographs , evidence for sufficient fund to cover the stay depending upon the visiting country.
For Indians, these are some of the countries which provide on arrival visa:
4. Hong Kong
6. Sri Lanka