Physical Property
A physical property is a characteristic that can be observed or measured without changing the substance into something else, such as color or density.
Definition
A physical property is a characteristic of matter, such as color, smell, hardness, density, melting point, boiling point, solubility, electrical conductivity, malleability, or magnetism, that can be observed or measured without changing the substance into something chemically different. Intensive physical properties like density and melting point do not depend on how much sample you have, which is why they can be used to identify a substance, while properties like mass and volume are extensive and change with sample size. Physical properties trace back to the strength of intermolecular forces, crystal structure, and electronic structure, and intensive values such as density, melting point, refractive index, specific heat, and electrical conductivity are typically tabulated at standard temperature and pressure since many of them depend on conditions.
Example
Copper is orange-brown, shiny, and bends easily, while pure water is clear, has a density of $1.00\text{ g/mL}$, and freezes at $0^\circ\text{C}$ and boils at $100^\circ\text{C}$ at sea level, all observable without changing either substance into something new. Gold has a density of $19.3\text{ g/cm}^3$ and melts at $1064^\circ\text{C}$, so a gold-colored bar with a density of $8.9\text{ g/cm}^3$ cannot actually be gold. Water's unusually high boiling point, compared with $-60^\circ\text{C}$ for the heavier molecule hydrogen sulfide, and its specific heat of $4.18\text{ J/g}\cdot\text{K}$ both trace to hydrogen bonding, and its maximum density at $4^\circ\text{C}$ and expansion on freezing come from the open hexagonal structure of ice.
Key Insight
If you can find something out just by looking, touching, weighing, or heating gently, it is a physical property, and density in particular is such a reliable fingerprint because it is a ratio of two extensive properties, mass and volume, that stays constant regardless of sample size. Some cases blur the line, since dissolving $NaCl$ in water is usually called physical even though the ionic lattice is fully broken and the ions become hydrated, which shows the physical-versus-chemical distinction is a useful first sort rather than a law of nature.