[Inziladun]

To start, I think it would be extremely difficult, if not impossible, for any unauthorized person to board a ship at Mithlond unobserved.
The Elves living there were probably well aware of whomever was walking about in the area, not to mention the Havens themselves under the vigilance of Círdan.

However, on the rare chance of someone being able to get on board and escape the notice of the mariners all the way to the 'gate' to the West, I would suspect the individual would find the ship going transparent around him, and getting less and less solid until they found themselves alone in the water.

The passage to the West was not controlled by the Elves ultimately, but by the Valar, and they had set rules by which no mortal could circumvent. I can't see just hiding on the ship being enough to get to the Blessed Realm.