The Dept. of Natural Resources sends you just the title, registration card, and sticker which has your registration number on it. Then you have to buy the numbers and put them on the hull.
What do you mean by "take it out of state?" If you are just going to ride in a different state and come back to IL you don't need anything but your registration card. If you are actually moving to another state you will need to register the PWC in that state and they will issue you a whole new title and number that you'll have to reapply on your hull. Unless it's a state that does not issue titles to PWC then you'll get no title.
If you are talking about just riding it on lakes in nearby states, but keeping it stationed at the state it is registered in, check with your local registering agency. Many nearby states have policies that let you ride out of state skis in their waters without going through another registration process. Example: My ski is registered in NC, but both SC and VA allow me to trailer my ski to their lakes and ride with my NC registration.