In the book The Pilgrim's Progress, Ignorance failed to enter the celestial city because he had no certificate. Where is the certificate meant to be collected?

The Pilgrim's Progress is a religious allegory, and what Bunyan is saying here is simply that you can't get to heaven (the Celestial City) if you haven't been saved. The certificate is a symbol of the individual believer's salvation, and it identifies an individual believer as having been saved. But, as the character of Ignorance doesn't know God, he cannot be saved, and therefore he is not allowed to enter the hallowed gates of heaven. The character of Ignorance is so confident that he'll be allowed to enter the Celestial City that he doesn't think he needs a certificate to get in. But this shows not just his ignorance, but also his arrogance in assuming that he'll be allowed into heaven without being saved beforehand.
Bunyan was a devout Calvinist and so believed in what's called "double predestination." This means that, before a single human being was ever created, God knew in advance that a small group of people (the elect) would go to heaven and that the vast majority (the damned) would be sent down to the fiery depths of hell. (Indeed, this is precisely what happens to Ignorance.) Salvation is entirely within the grace of God; you're either saved or you're damned, and there's absolutely nothing that an individual believer can do about it. So you can only receive your "certificate" if God gives it to you, and you won't know if you have it until the Day of Judgment. In that sense, all of us are ignorant as to whether or not we've been saved.