What happens if i go to the sleep study and nothing is diagnosed?

It depends.: There are two possible conclusions, either: 1) You do not have a sleep disorder (at least, not one that can be detected by a sleep study), or 2) You do have a detectable sleep disorder but this one test did not find it. It is possible for a single night in a sleep lab to miss a sleep disorder (night-to-night variation, sleeping in a strange place, etc.) If the suspicion level is high, repeat it.