What would happen if a rogue planet hit one of the planets in our Solar System? As there are millions of rogue planets in the Milky Way, what would happen if one hit a planet in the Solar System. 

For example, if the rogue planet hit Pluto, would Pluto fall in to the Sun due to to its gravity? What kind of catastrophic damage could it do in the Solar System?
It would depend entirely on the size, composition and trajectory of the two objects coming into the collision. They could annihilate each other leaving a mess of debris. Or one or both could survive the collisions in some form. And each of the surviving objects could be flung out of the solar system, flung into a spiral into the sun, flung into an elliptical orbit, or thrown into other objects. The space between planets is big so odds of direct and immediate collision of the "planets like billiard balls" variety you see on some sci-fi aren't likely. But anything the size of a planet would be seen well before any impact.