Asked to Join a Vigilante Group?

This guy I know at school asked me if I wanted to join his small group of vigilantes and that they try to research and solve crimes (he said nothing about actually taking action, so I'm a little suspicious). He said that he wanted to recruit people and he and a few others joined. It sounded interesting at first, so I said I might join. Now I'm wondering if I could get in any serious trouble if all the group actually did was exactly what he told me. He told me it's secretive and not to tell anyone, so I don't really want to go into more detail, although there isn't much more to be said.

I'm more worried on the fact that this could be something I can't get out of if I agree and if I could get into trouble BASED ON THE INFORMATION GIVEN if this is actually true.