Okay, not everything is illegal, but a lot is. So many things are illegal that literally no one knows how many acts are illegal. The American Bar Association estimated that Congress alone has made about 10,000 acts illegal. Add in the ever expanding number of state laws, city laws, and government agency regulations, and the number of ways you can incriminate yourself is limitless. A person could spend all their life studying the various ways it’s possible to commit a crime, and still not be sure whether or not a particular act is a crime.
While many crimes, such as violent crimes, are intuitively illegal, many are not. There is no way that someone unfamiliar with the law can know the many ways there are to incriminate yourself. The police probably couldn’t care less if you keep your prescription drugs in little containers marked with the days of the week, but if you throw away the original prescription bottles, you’ve violated Utah Code §58-37-7. Even though that probably has nothing to do with the crime the police are actually investigating, you don’t want to give the police leverage to further their investigation. You could spend the night in jail while the police conduct their real investigation. Similarly, the prosecutor could add a seldom prosecuted crime to the indictment to pressure you into taking a bad plea deal.