If you tried to go to Iceland (or any other nation in the world) without having first received permission, then yes you could expect to be given the boot. That's what a "visa" is.
If you're only staying for a short period and your own nation is on friendly terms with the place you're visiting, you can often expect to get a (limited) visa automatically. If you try and sneak in without one, that's called "illegal immigration".
If you're only staying for a short period and your own nation is on friendly terms with the place you're visiting, you can often expect to get a (limited) visa automatically. If you try and sneak in without one, that's called "illegal immigration".