After entering Germany, you have to make an asylum claim (Asyl-Gesuch) and an asylum application (Asyl-Antrag). If you do not do this, then you are in Germany illegally. This is a criminal offence.
In order to make an asylum claim and an asylum application, you have to go to a reception centre (Erstaufnahme-Stelle, EA). If you are stopped by the police before you reach the reception centre, say that you want to claim asylum.
You can be punished for entering the country illegally. If you get a letter threatening you with punishment for illegal entry, go to an advice office.