If retired and only collect social security do you have to file an illinois return

If your only income is Social Security, you are correct that you are not required to file a tax return; either for Federal or the State of Illinois.

Here's more info on Is My Social Security Taxable?

If your only income is Social Security you are not required to file a federal return.  And...IL does not tax retirement income....so you will not need to file an IL return either.

One thing----if you have a 1095A for marketplace health insurance you need to file a federal return.