What is the overhead associated with reporting a problem?
Some organization have big enterprisy processes, that requires lots of clicking, mandatory fields and multiple actors between the time a problem is open and the time everyone is done with it. You might also loose sight of important problems if they're drowning in a sea of minor (or untriaged) ones.
What is the overhead associated with not tracking a problem?
More than one person might stumble on the same 'not a problem' problem, and ask the same questions. Tracking it can help - but only if people are actively and efficiently looking for duplicates. Which gets harder the more 'not a problem' problems you actually file.
How easy is it to get a second opinion (from a developer, or an expert)?
If you're working remotely and communicating by mail, you might as well file something. If you're sitting next to the developer that's going to triage the problem, asking is fast and convenient for everyone.
How sure are you it's a bug?
This one is pretty obvious, although timing comes into play as well - are you testing the finished product? Or did you stumble on something that's not quite baked yet and you're wasting time reporting problems that are just not implemented stories.
What are you reporting a bug for?
If your performance is measured by the number of bugs filed (yes, some organization do that - please change job), then you want to file as many as you can. If you only care about stuff getting fixed, then not tracking minor - but real - bugs that you know from experience development won't have time to address is the right choice. Compliance and customer communications are factors as well.
I don't think there is a 'right' answer to that question - it depends what you're working on and what the development process looks like.
Personally - and as a developer - I like the agile manifesto ("working software over comprehensive documentation" and "individuals and interactions over processes and tools") - so 'reporting' can be verbal and tracking in a tool is to be avoided unless it's the most efficient way to get stuff done. But it's just an opinion.