How do I report an illegal person? Is it wrong?

NO, it is not wrong to report an illegal person.

You can call the Immigration and Naturalization Service (INS) and make your report.

This is their website: USCIS Home Page

This is their toll free number:
National Customer Service Center (NCSC) at 1-800-375-5283 (TTY 1-800-767-1833).
This toll-free call center has additional information and, during their specified office hours, can connect you to live assistance in English and Spanish.

Legally wrong no -- morally -- that would really depend on the reason you are reporting them wouldn't it?

Report, Give us your report. Who is the illegal person. Are you thinking about turning this person in because of revenge.

Joe