Hi @MDavies237
You won't have a P45 (that's only for PAYE employees leaving).
Explain to the new employer that you have been self-employed. They may ask you to fill in a Starter Checklist https://www.gov.uk/government/publications/paye-starter-checklist
Depending on your circumstances, they will probably start you on an emergency tax code (1257L wk1/m1) - if this needs amending, HMRC will let them know within a week or two.
If you intend to keep the self-employment going alongside the PAYE job then you will need to keep the usual records & complete self-assessment as well.
Hope this helps.
