Is it illegal for a civilian to go undercover and do his/her own investigation?

This is to rephrase my previous question about whether it was vigilante justice to go undercover and investigate on your own. The answers I got indicate that it is only vigilante justice to punish the ones that wronged you by yourself instead of going to the authorities. So this is my real question. Is it illegal for ME to go undercover? That means posing as someone's friend and whatnot in order to catch someone in their wrongdoing?