When you start out, you need to register as self employed with HMRC as soon as possible.
Often the easiest way is to register online by clicking here:
http://www.hmrc.gov.uk/selfemployed/register-selfemp.htm
You will be asked to fill out an online form which details your personal details, details about your business. You need to do this even if you already complete a self assessment tax return.
As part of your registration you will also need to arrange to pay Class 2 National Insurance contributions or obtain an small earnings exemption.
You need to register as self employed by 5th October after the end of the tax year in which your self-employment started. If you don’t HMRC may charge penalties.
