What happens if you have a transplant, and you don't take the pills they prescribe to you?

The pills they usually prescribe are immunosuppressants which help prevent the immune system from destroying the transplanted organ (in your example, a kidney). If the immune system begins to attack the organ, it is referred to as "rejection". Usually the only treatment for rejection, is removal of the transplanted organ and retransplantation of what the doctors deem to be a "better match"

The pills stop your body from rejecting the tissues of other people.  If you stop taking them, your body will reject the tissue, and you may die.

As well, with a suppressed immune system, your risk of cancers increases.

Having a transplant of anything, isn't a free ride.

As others have said, you risk losing the transplanted organ.   The immune system is kept suppressed by the medications so that it does not "attack" the transplanted organ.  Once the patient stops taking them, the immune system sees the transplanted organ as a foreign object that needs to be "destroyed".

I have had a kidney and pancreas transplant for over 5 years.  I have had no problems with either one.   Some transplant reciipents are subject to being more likely to get cancer, especially skin cancer.   I find laying in the sun boring anyway, so I'm not in it much.  When I am, I wear sunblock.  So far, I have no signs of skin cancer and am checked by a dermatologist.  I take a whopping 4 extra pills a day (instead of trying all day to mimic a healthy pancreas with an insulin pump).  All this is worth every second of being off dialysis and no longer being diabetic.