Judith, many local pilgrim associations, such as the CSJ or Peterborough Pilgrims in the UK, will provide you with a Credencial (passport) bearing their stamp. This shows that you are a pilgrim, accredited by that organisation. This is the document on which you collect sellos (stamps) from the place that you start your pilgrimage, such as the pilgrims' office in StJdP or wherever, and regularly during your journey. Ideally collect two per day.
However there is no requirement, in the modern age, to be accredited by one of the pilgrim associations any more than that you carry a letter from your parish priest releasing you from your paroquial obligations for the duration of your pilgrimage. You can purchase a Credencial at the pilgrims' office, at many Albergues and at other varied locations along the Way. Usual price 1 € but variable. Peterborough Pilgrims will provide one for free, though a donation against costs is obviously appreciated.
There is nothing that prevents you from creating your own "Credencial"' it is, like your handout from the Xunta Galicia, somewhere to collect stamps. But I am rather fond of the "official"' accredited document. It's got some great Latin that took me real effort to translate...