Most free hosting providers incorporate advertising into their services. They might require attribution links or banner ads on user sites or send lots marketing e-mails to sell paid hosting or some other upgrade.
Limited support may actually be the biggest gamble users take with free hosting. Free WordPress hosts often time have a support forum for posting questions, but don't count on quick and helpful responses. With free hosting, support is a matter of luck, not service. Free hosting users get what they pay for.