Since I'm a Roman historian, I'm going to go ahead and assume you're asking about the Roman imperial era.

Rome's trade with the east followed two channels. The more important, maritime route (described by this text) connected Egypt's Red Sea ports with western India and Sri Lanka - and through them, with the rest of the Far East. The overland route, much slower and subject to Parthian customs, joined the various paths of the "Silk Road" with the Roman port cities of Syria and Palestine.

Since you're asking about Indian coins, let's start with Roman Alexandria, the western terminus of the Indian Ocean trade. The currency of Roman Egypt was closely regulated. All of the province's coins (debased silver and bronze) were minted in Alexandria, and all other currency, even from neighboring provinces, was forbidden. Partly because Egypt's monetary system was closed, coins tended to say in circulation for a long time. The second hoard described on this page, buried in Alexandria sometime in the late second century CE, included coins minted in the reign of Nero, more than a century before. So old coins were not a problem in Alexandria - but foreign coins would have been. A merchant carrying Indian coins would have had to exchange his money (probably at the provincial border) before buying anything.

So Alexandria is a bad example. What about Caesarea Maritima, Palestine's most important port? Here, there were no special restrictions on the use of coinage - but of the thousands of coins recovered by archaeologists working in that city's harbor, not one originates from Parthia or points eastward (at least to judge from this report I just skimmed). Parthian currency certainly circulated on the eastern frontier (as this hoard attests), but not within the Empire itself. I imagine that a Roman merchant in Antioch or Damascus presented with an Indian coin would just be confused.

It is, in any case, unlikely that anyone in the Empire ever attempted to use Indian coins. Roman merchants active in the Indian trade, after all, typically exchanged their cargoes for trade goods, not currency. Roman coins were apparently sometimes exchanged for Indian, on account of profits to be made on the exchange (Peripl. M. Eux. 49). But I suspect most of the Indian coins that reached Roman territory came as souvenirs, not specie.