Political parties in most democracies not only have to win more votes than their rivals to get into power, they also have to persuade the electorate that it is worth their going out to vote in the first place. In the UK, turnout is frequently low, and one reason cited is ... the weather! Some countries, therefore, have made voting compulsory; it is against the law not to vote and failing to vote is a punishable offence.
In Austria, for example, failure to vote results in an automatic fine, as it does in Australia. As a consequence, voter turnout is rarely less than 92% in both these countries. Other countries have penalties that affect the individual in more practical ways. In Greece, for example, although it is no longer acted on, passports were confiscated or not granted; and in Bolivia, non-voters may be banned from using banks or schools for up to three months.
The punishment in countries such as France, Germany, the UK, and so on is seeing the government you didn't elect raise your taxes.