It is illegal.

But, if you do not tell anyone, then I think there is a lesser chance of getting caught. When you go out to buy it, you have to transport it. At your house, as long as no cops get tips (which is why you don't tell a soul, and hide it well) then you're less likely to get caught.

Definitely make sure you read up on laws, and make it so if you do get busted, you can get it to personal use, instead of intent to distribute, or anything to minimize the trouble you get in. Like, if you have lots of bags around and a scale...they might think your definitely selling.