Lymph is a fluid that is present in the interstitial spaces (spaces between tissues). It contains fluid, white blood cells, proteins, vitamins etc. Lymph is transported through lymph vessels of the lymphatic system.
If lymph is not returned to blood, (a condition that may happen due to blockage in lymph vessel or due to some injury), then the excess tissue fluid will not be drained and this retention of excess fluid with in the tissues, would ultimately results into swelling or a condition of severe oedema, also known as lymphedema.