Don't break the law is fine advice, and really I don't think it needs to be stated here. Even so, even if you think you are following that advice, you should not talk to the police unless being in a jail cell is preferable to the situation you are currently in.
The things people are actually going to track you down for you can be pretty damn sure are easily identifiable as illegal. Sure, you may not be aware your Halloween costume of a priest is illegal (illegal to impersonate clergy) but no one's going to arrest you for it. They could, but arresting officers probably have only a slight degree better understanding than the average person. Now, if you're shooting someone, raping someone, bombing something, those things are obviously illegal and it doesn't take a Harvard student to know this...or maybe it does.
