Everyone says buy some Gold but what do they mean , do they mean physically buy Gold . Please help

I am not quite sure if you as an individual investor can buy physical gold at the exchange. You may (and I am not sure as I don't ever invest in gold) be able to buy physical gold at your bank.

Gold ETFs have been popular, they are traded on exchanges.

Like I said, personally I never invest in gold nor do I recommend investors to buy gold.

Personal choice.

This could be a rumour but i have heard i can around inheritance tax by putting money in to Gold Bullion

You may want to check with an accountant just to be sure.