It is illegal, but I must admit I did it when I saw a lot of 'debt management / bailiffs' stuff come for the previous occupier to my house. I was worried that I might be liable for something they had done at this address, or that bailiffs would appear at the door!! (although that never happened and I think it was likely to, tbh).
I just resealed the envelopes, crossed out the address and wrote the return address that was on the letter inside (like yours, there was no return on the envelope), and wrote 'opened in error' on the outside !
Yes it's pointless opening it - I sued to as Kirsty says because I was worried I'd get bailiffs round...I rang the number inside several times and they still kept sending me stuff, it was crap - so I just binned it all in the end. Nobody came round.
be sure and let the Magistrate's Court know as if it's debt, and they have wrong address, you absolutely do not want baliffs coming to your door to enforce the judgement as they tend not to believe the 'not my name...'
What I have done is called the Mag court for advice, they have given me the address for returning the mail (different from the main court address). I am going to put it (unopened and re-addressed) in the post box on my way to Tesco.
The man who answered the phone was quite amused by DD yelling "I speak Granny on phone" in the background (that is who she had decided I was talking to)