I think there is a mismatch between the ISO 3166 code for the state of Gujarat, (http://en.wikipedia.org/wiki/ISO_3166-2:IN )
and the code that the Maps API that we use is looking for.   (Highmaps:  http://www.highcharts.com/maps/demo/all-maps/dark-unica#countries/in/in-all )

I’m guessing that your data is encoded per the ISO codes where Gujarat is “GJ”
but Highmaps is looking for an encoding of GU. 

Would you mind testing this and letting us know that changing your data to GU works.  We will work to get the Map API changed. 

We have used salesforce address field.I don’t know how to change data for that.Because if i will not provide GJ salesforce not except it as state code.

Can you tell me how can I test with GU?

You can add GU to your state / country picklist values:  https://help.salesforce.com/HTViewHelpDoc?id=admin_state_country_picklists_edit_details.htm&lang…

Or you can just do some testing using another custom field to provide state values in the GeoChart.