Cloudy insulins must be rolled between the hands or gently rotated and inverted several times slowly, to evenly re-suspend the insulin particles in the liquid, before injection. Continue until the suspension looks uniformly milky or cloudy from end to end.
Clear insulins don't require agitation.
If you don't roll a cloudy insulin, you will inject an incorrect concentration of the insulin, leading to unpredictable insulin action. Worse, if you repeatedly inject a poorly-resuspended insulin, the remainder of the vial will change its concentration!
Pre-filled syringes and insulin pens containing "cloudy" insulins also need to be rolled or re-suspended before injecting. Gently rolling the pre-filled syringe as is done with a vial will re-suspend it. The instructions with insulin pens and cartridges describe the technique for re-suspending before use.
If you shake or drop the insulin, you can cause frothing, which will denature (physically damage) the fragile insulin molecules, and weaken the insulin, again leading to unpredictable insulin action.
Explanations[1]about handling insulin properly from Intervet.
See also injecting insulin and diluting and combining insulin.