My question was:
First Indian player to win a medal in Olympics in an individual event?
The answer is: Leander Paes, who won bronze medal in 1996 Olympics in tennis.
Karanam Maleshwari was second Indian and first Indian women athlete to win bronze in weight lifting in 2000 Olympics.
Rajyavarhdhan Singh Rathore was third Indian to win a medal in double trap shooting in 2004 Olympics and first Indian to win a silver medal in an individual event.
In 2008 India has the best showing in an Olympics, where India won three medals:
Abhinav Bindra - shooting - gold
Sushil Kumar - wrestling - bronze
Vijendra Kumar - boxing - bronze
2008 was the first time when India has won more than one medal in Olympic history.
Before 1996 India has won medals only in hockey.
It is funny that something happened first time in Indian olympics history in last four Olympics (1996, 2000, 2004 and 2008).
@Sunil, it's better to check the question before answering. I never wrote gold
Medal anywhere in my question.