It won’t be wrong if I use a phrase, Once upon a time there were less document required to travel from one country to other, but now a days you need a valid passport to leave your country and enter in another country, Passport is issued by your home country that certified that you are citizen of that country.
Once you have the passport issued by your home country, check the Visa requirement for your destination country for based on your passport.
It can be, mostly three options, one: Visa not required, two: Visa on arrival, and last three: Visa required.
For examples, I am USA citizen holding US Passport and want to travel to India and when I check on Indian embassy website comes to know that for US citizen, India is offering Visa on arrival, COOL!!!
So, I don’t need Visa, just have to catch a flight to India.
Bottom line: investigate visa requirements before you book your next trip.