Yes, it is possible to be denied a visa on arrival. It is also very possible to be denied entry even if you have a visa in your passport which you obtained from your home country.
Having a visa or any other sort of visa doesn’t guarantee you an entry, the final decision is made by border control. If they decide to deny your entry, they can!
Look,
You need to have following documents to be on a safer side,
Travel insurance
Proof of funds to support yourself in your distination
Hotel reservations ( An unpaid booking from holiday inn or booking.com will just be fine)
Last last most important one is return air ticket, you will most probably need to show a return ticket at your country’s immigration or at the airline’s desk. Return tickets are vital to prove your travel
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