What is this? Found in southern Illinois
Nice find! It looks to me like a Bush Cicada or scientificly Neotibicen dorsatus. It also looks like its injured, because we can see the white liquid around its wings and abdomen. Bush Cicadas tend to have a yellow or brown color but as shown here there is a wide variaty to the colourations that it might have:

Size (Adult, Length): 35mm to 57mm (1.38in to 2.24in)

Identifying Colors: yellow, brown, white, gold, black

North American Reach (Though Not Limited To*): Arizona; Arkansas; Colorado; Illinois; Indiana; Iowa; Kansas; Kentucky; Louisiana; Minnesota; Mississippi; Missouri; Nebraska; New Mexico; North Dakota; Oklahoma; South Dakota; Texas; Wyoming; Mexico.

Here are and some photos:  

Adults: