What would happen if I forgot to add the sample loading buffer?

The sample loading buffer serves two key functions. 

It contains glycerol, which increases the density of the sample solution, enabling it to sink into the wells instead of diffusing into the gel tank. 

The sample loading buffer also contains a dye, which enhances the visibility of the DNA sample and also provides visible markers to monitor the progress of the DNA migration through the gel. 

Without a loading buffer the samples would diffuse and float out of the wells into the running buffer, ruining your experiment. Moreover, without a loading buffer, you would not be able to determine if the DNA fragments are in fact migrating through the gel.