How do I register as a sole trader with HMRC?

You register online at gov.uk by setting up (or using) a Government Gateway account and telling HMRC you're self-employed, which triggers your Self-Assessment registration and issues you a UTR. You should do this by 5 October following the end of the tax year in which you started trading, though registering earlier is sensible so you're not scrambling near your first filing deadline. You'll also want to consider whether you need to register for VAT or set up a separate business bank account, depending on your turnover and preference.