Different drugs have different withdrawal symptoms, but in most cases you can expect extreme mood swings, physical discomfort, feelings of anxiety and of course severe drug cravings among others. Some withdrawals are more dangerous than others. Detoxing from heroin or other opiates for example is not as risky as detoxing from benzodiazepines. While the withdrawal symptoms for opiates will be very uncomfortable, they pose little risk of serious physical health risk, especially when monitored by a professional.
Detox from benzodiazepines, however, can result in serious seizures that can be life threatening.