It’s not illegal to dive without certification. But it is dangerous to dive without certification. Also, you’ll not be able to dive with any reputable dive centre or dive club without first getting certified to scuba dive. If you want to scuba dive, then do it the right and safe way and get trained. You have a choice of a few scuba diving schools, where there are three top schools around the world: PADI, SSI and BSAC.