What will happen if a test tube was heated without a water bath?

When the test tube containing chemical instructed to heat by water bath, it might meant to control a steady heating rate or the reaction required a certain range of temperature.

It couldn't be told if direct heating would bring any harm, but the instruction in the science lab should meant something. It is best to ask with your science teacher on the specific experiment that was instructed to use water bath as heat medium.

P.S. Don't attempt anything outside the instruction in the lab unless you know exactly what is the nature of reaction and its' hazard.