If you are thinking to invest in the stock market, the first thing you should have is DEMAT account.
In my previous blog, I mentioned some of the DPs in India.

Approach your DP to open demat account.
Banks, Financial Institutions, and SEBI registered members (i.e. brokerage firms) can become DPs.
You can open demat account in India with
1. Brokerage firms: like Sharekhan, Indiabulls, kotak securities, motilal oswal, lkp securities etc.
2. Banks: like ICICI Bank, HDFC Bank, kotak Mahindra bank etc.Most of the banks provide this service.
Also there are many other registered DPs, which are providing these services.
To get a list of all registered DPs, visit the NSDL and CDSL websites.
https://nsdl.co.in/speede-dps.php#2
http://www.cdslindia.com/publication/dplist.jsp
We need to approach one of the above mentioned DPs to open a DEMAT account.

How to approach DPs?
By contacting them through their site or directly have a meeting with their representatives.If you are working in a large organization, some of DPs send their representatives to your office.
Once you approach your DP, you will be guided through the formalities of opening an account. You must fill up an account opening form and sign an agreement with your DP.DP should provide the investor with a copy of the agreement and schedule of charges for their future reference.

Note: A broker is separate from a DP. A broker is a member of the stock exchange, who buys and sells shares on his behalf and on behalf of his clients. A DP will just give you a DEMAT account to hold those shares. However,your broker can be your DP too.
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• Documents required to open DEMAT account:
  1.PAN Card (mandatory)
  2.Proof of identity (copy of any one proof):
  1) Passport
  2) Voter ID Card
  3) Driving license
  4) PAN card with photograph
  5) Identity card/document with applicant's photo
  3.Proof of address (copy of any one proof):
  1) Ration card
  2) Passport
  3) Voter ID card
  4) Driving license
  5) Bank passbook
  6) Verified copies of electricity bills/ residence telephone bills (not more than two months old)/ Leave and license agreement .
  7) Identity card/document with address, issued by Central/State government and its departments.
  4. Photographs (passport size 2 or more. depends on the DP)
  5. Bank account details (The one that needs to be linked to the DEMAT account)
  
  The above mentioned docs should be sufficient to open a DEMAT account.
  Above all PAN Card is extremely essential to open a demat.I will also advise you to carry original documents along with photocopies as they will ask the originals for verification.
  So get your all documents in place.
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  So we have to follow 3 steps to open demat account:>
  1. An account opening application form should be filled
  2.Signing an agreement with the depository participant
  3.Provide all the necessary documents (mentioned above)
  After verifying all the documents, the DP will open the account in the system and give a unique account number, which is also called BO ID (Beneficial Owner Identification number) and used for all future transactions.
  The charges of opening a demat account and maintaining it varies from DP to DP.
  
• Note: Depository and depository participants are two different entities.
  There are two depositories in India which provide dematerialization of securities.
  The National Securities Depository Limited (NSDL) and Central
  Securities Depository Limited (CSDL).