You can prepare without coaching and can crack PG exam too. All you should know what to study, from where to study, which mcq books to follow and how to study.
See last 5 to 10 yrs question papers of the exams you wanna appear for. E.g. Neetpg , aiimspg etc because each exam has it’s own pattern and you must be clear about pattern of questions asked and topics which are frequently asked.
Be thorough with those topics , read it from standard textbook and solve related mcqs from mcq book by subject specialised author’s as there will be less errors.
Join online test series e.g.- MYPGMEE