It is usually a condition of entry/visa condition to any destination that you have an onward or return ticket. Otherwise they suspect you are not a genuine visitor and intend to settle permanently (which needs a whole different process and visa type).
If you don't have an onward ticket you'll need some sort of proof of the method you intend to use to leave the country. They may want other "proof" such as a letter from your employer stating the date of your return etc. Might just be easier to buy a cheap bus ticket out even if you intend to leave by some other method.
Phil over 4 years ago