Mostly people who enter the country without a visa with the intent of staying, living and working in the USA. Historically they came from South of the border from Mexico, then the other countries South of Mexico. In recent years it is people from all over the world, India, China, Congo, Somalia, Venezuela, Brazil, Haiti etc. everywhere. The idea was cross the border undetected using smugglers. Then after Trump was elected NGOs started sponsoring caravans and these people were instructed not to avoid Border Patrol be to actually line up at official border points of entry and apply for asylum as an end around technicality. In reality they should have done that in another country as they pass through 5, 8, 10 other countries to get here.
There are some who enter the country with a tourist or student visa and don't go back to their country, but they are much less than the others. There is likely 15 to 30 million here illegally.