Just like others have rightly stated that depending on where you live but based on the question you asked, its likely that your country of residence have not made a definite stand on the legality in the use of crypto currencies and that is where the issue of personal initiative comes in.

One sure thing is something would ultimately be illegal whether its expressly written or not. Financing illegal activities is wrong using fiat but because there is no rule stating the use of crypto currencies does not make it acceptable. So, my advice is that you learn to conduct your activities with the current parameters of the law and you are sure to stay away from trouble.