The Rejection Dimension (or the Friendzone Dimension as called by Mario) is the dimension where SMG4 and Mario were teleported in SMG4: Mario and the Waluigi Apocalypse. Presumably, it was created by Waluigi.
This dimension, like Waluigi has stated, is similar to Waluigi's entire existence: empty, lonely, dark and devoid of any life or companionship.
It is unknown if Waluigi knew of the rejection dimension before he became evil or whether the rejection dimension will make a reappearance in future, as Waluigi is no longer being rejected, at least not by his brother Wario.
The Rejection Dimension appears to be a large empty void with blue and red accents.