What type of therapy? There are some professions where it is illegal to use a certain title (e.g. 'speech therapist') unless you have undergone suitable training and have registered with the Health Professions Council. Details are here:
http://www.dh.gov.uk/PolicyAndGuidance/HumanResourcesAnd Training/ModernisingProfessionalRegulation/ExtendingRegu lation/ExtendingRegulationArticle/fs/en?CONTENT_ID=40541 61&chk=unafcp
There are other types of therapies which are totally uncontrolled and anyone can call themself a 'therapist' within the relevant field. There might also be a few grey areas covered by trading laws. Look up 'Trading Standards' in the phone book to seek advice.
Your local tax office can provide lealets and advice on self-employed status.
If you're working FROM home (in the same way as a plumber does) then you shouldn't encounter any problems with planning laws. If, however, you're working AT home, then you may require planning permission. You may also have to pay business rates (as well as council tax) on part of your home but you can offset this against income tax by 'renting' part of your home to the business.
Hoping this helps,
Chris