The meaning of "To get physical" depends much on the context, it generally indicates the initiation of sexual intercourse or the eruption of violence in the form of a fist fight or some form of a body to body fight. In this context however the author uses "to get physical" to indicate the degree with which he would invests himself in his training, reaching that point where he gets very focused and invested in his training, where in another context it would mean to "get to the action" be it sex or fight. In his training it means to go all-in. To not spare his energies, to go for the pain.