what if you put an incandescent bulb into a HID lamp??

If it's an HPS lamp, it will possibly kill the ignitor, if it's an MH/MV I don't know

i saw one in a gym all lights were HID probally MH but one was yellow like an incandescant

Welcome to LG! Was the HID lamp producing the incandescent colour? If it is a high bay fixture, it could have a back-up lamp that comes on when the main lamp burns out.

This photo should explain a lot. Using an incandescent works in low-wattage HID fixtures just fine, but the system is very inefficient - depending on the wattage of the incandescent lamp (higher is not necessarily brighter, because the ballast will limit current) you may actually have less light output and will definitely use more watts than with no ballast in the circuit.

The ignitor isn't an issue, as it won't do anything when a resistive load completes the circuit. On a high wattage HID ballast (i.e 175w and up) where the OCV is well over 120v, you would likely blow a 120v incandescent lamp or CFL.

In EU installations nothing, as ballast OCV is the mains voltage (what surprise, if the ballast is only a series choke), so the incandescent rating. Beside the incandescent being underpowered a bit, due to serial impedance.
In US the incandescent will blow up, as the ballast OCV (except low wattage SON) is about twice the mains (so the incandescent rating). And you might start an arc inside the bulb, what might cause an explosion (as the incandescent bulb is not designed for an arc).

I've run incandescent bulbs on 175-400 watt mercury ballasts. They do get overdriven big time and sometimes they burn out immediately. I've had some create arcs also, they melt the filament leads into the stem press until vacuum is compromised. Pretty impressive!

One time when I was buying a 100watt MV area light and it was the last one. Since it was the last one it was the one on display. It did not have a bulb in it, so when the guy that worked there got it down he wired it up to test it. So when he tested it he used a CFL!!! Then I watched him plug it in it worked and the CFL did not burn out? I thought it would because it was on a MV ballast... So I don't know???