“Should I go to the ER for hallucinations?”

It depends on the content. If you hear voices, as long as you are not being told / "commanded" to hurt yourself or another, then you may follow up with your Primary Care Provider and/or Mental Health Provider -- which sometimes can be accessed via a "one call" phone number, depending on where you live. Visual hallucinations can be more distressing, increasing the urgency of need to address, however if you are able to rationalize that what you are seeing is not / can not be actually there --a six foot tall, green, gorilla, as an example that a patient described to me, then added "I must be crazy." The conclusion is not correct, as the logic was still in place to determine that this was not the actual situation, so presented for outpatient evaluation and medication. 
If in doubt, or if being commanded to do something--good or bad--by auditory hallucinations, or if upset by visual or tactile (sense of touching or being touched by something that is not there), then the Emergency Department is always a safe place to go.