And if you try to cross the border from Crimea to Ukraine, the Ukrainian side will not ask you if you "want to enter Ukraine". They consider Crimea to be Ukrainian, so they'll treat you as somebody who is already on Ukrainian territory, just passing through an internal checkpoint. Which means that you must have had entered Ukraine legally before, and then traveled from there to Crimea, and back. If you try to enter Crimea from Russia, and then from there to Ukraine, then as far as Ukraine is concerned, you have committed an illegal entry at the moment you entered Crimea without going through a legitimate border checkpoint - so they'll just arrest you for that.
Furthermore, if you try to enter Ukraine at any other border crossing, but they have evidence that you have previously entered Crimea from Russia, they will also treat that as a past illegal entry.