Not only is it illegal, it's also incredibly dangerous. Here are some stats from the Nall Report explaining why.

1) According to the report, about 4% of general aviation accidents are weather related, but they account for over 25% of all general aviation fatalities.

2) Nearly half of the weather related accidents in the report involved pilots attempting fly under Visual Flight Rules (VFR) into Instrument Meteorological Conditions (IMC).

3) Over 72% of VFR into IMC accidents are fatal.

4) Private pilots account for 38% of all pilots, but they are involved in 49% of all accidents.

5) Student pilots are statistically safer than private pilots. Students make up 15% of all pilots, but they only account for 6% of all accidents.

6) In the majority of VFR into IMC accidents, the pilot received a weather briefing. And, a majority of those weather briefings included "VFR not recommended".

7) As pilot certification level increased, the accident rate decreased. However, high-time private pilots were involved in more accidents than low-time private pilots.

8) Increased confidence of high-time, non-instrument rated pilots may be the single biggest contributing factor for VFR into IMC accidents.

If you want to fly in the clouds, that's great! Just get your instrument rating first.