Some countries expect you to get a visa before you go there. This is a special stamp in your passport to say that the government of that country will allow you to go there. If you don't have that visa, the customs people will not let you out of the airport into the country. You just have to wait in the airport to get a plane to fly somewhere else.

Other countries sometimes stamp your passport when you go there. Sometimes they just look at your passport and let you pass, however.