Since you are born at Mumbai, you are deemed to be a domicile of that city in Maharashtra. All you need to do is to apply to the nearest Deputy Commissioner of your area (May be Sub Divisional Magistrate) for the issuance of the Domicile Certificate. You may attach your birth certificate. In case any property belongs to your father, mother or grandparents then also you would be entitled to a domicile certificate. so, a copy of the title document showing ownership of any property at mumbai would do the needful.