Being newly self-employed, I registered my interest in attending a number of events that sounded like they could be useful. Not really sure if they'd be useful or not, I came away from the first event - Becoming self employed - yesterday with some good tips about how to get started and make sure that I'm doing everything I need to be doing to satisfy record keeping requirements, keeping enough of my earnings aside to pay for taxes and insurance at the end of the year and that sort of thing.
Perhaps more importantly than the presentation, it acted more as a questions and answers session with all sorts of questions being asked by the attendees, most of which were beneficial to the group as a whole.
So, if you're just starting out, I think it's worth taking a morning out to go to one of these workshops to answer any questions you may have or to hear answers to questions you may not even have thought of. They unfortunately don't list the dates events will be taking place, but if you find your local HM Revenue & Customs Advice Team and fill in the form, they'll soon let you know when the next events are.