Is OKX legal?

I've heard a lot about OKX recently, and people are talking about it as if it's a legitimate platform. But I'm still a bit confused. Is OKX legal? I've seen some reports saying that it's not regulated in some countries, but I'm not sure if that means it's illegal or not. Could you please clarify this for me? I'm really interested in cryptocurrency and want to invest, but I don't want to get involved in anything illegal. Thank you for your help!