3rd person trying to grab my land. What legal remedy do i have?

Before giving you any legal advice, we would like to know that who is in the current possession of the said property?

If the aforementioned property is in your possession then,

The following legal recourses are available to you :

You can file a suit for permanent injunction under section 38 of the specific relief act in the concerned civil court.

Along with the said suit you file an application for temporary injunction under Order 39 Rule 1 & 2 of the Civil Procedure Code(CPC)

Also you can file a police complaint to police under the following sections :

1. Sec. 420 of IPC which deals with Cheating
2. Sec. 425 of IPC which deals with Mischief
3. Sec. 441 of IPC which deals with Criminal Trespass.

Now regarding your second query,

All cases are to be filed in the court under whose jurisdiction the property falls which in this case is Rajasthan and all the civil and criminal cases will be filed in Rajasthan.