I want to travel from Mahesana to Valsad by train #16209 on 02/09/2016. On the Indian Railways web site, ticket availability is only up to Surat, which I booked. What do I have to do to journey further to Valsad, a short distance from Surat? Can I purchase an additional ticket from the train conductor, without penalty? If not, do I disembark at Surat and purchase a ticket in the station there?
Probably the train you have booked doesn't go to Valsad. Surat to Valsad is approximate an hour train ride and trains are available frequently.
You can either pre-book your Surat to Valsad ticket on IRCTC or get general ticket from Surat station upon arrival. It won't be very difficult to get ticket from Surat station, however to be on safe side better pre-book the ticket online.