How do I complete employment section if I started working as self-employer/freelancer only recently?

I am applying for British naturalisation and have only recently registered for Self-Assessment as I started working as a freelance online tutor a few months ago. I have not yet received a UTR number and don't have a self-assessment as this is my first year of self-employment. I don't know whether to put details such as company name, address, etc on my application since I have not received the response of my registration from HMRC yet. Can I just leave it blank and explain it in a cover letter? Or do I add these details and put an explanation on the cover letter as to why I don't have a UTR and self-assessment tax return? Any information will be much appreciated.

Wait until you receive your UTR (unless it is very urgent for you to apply) and include that in a cover note where you explain the situation, how you just started being self employed, etc.

Thank you for your reply. My application is quite urgent so I am afraid I am unable to wait for the UTR. The other issue I have encountered is that if I select "Self-Employed" I am then required to check a box declaring that I will provide evidence of Self-Employment with a Tax Return so unless I select "unemployed" I am unable to progress with my application. I don't know if that might cause an issue with my application. Technically I work as a freelancer, only a few hours a week and with no contracted hours, I am considering selecting unemployed so I can progress with the application. Do you think that might cause an issue with HMRC?

A few possibilities:
1 - Employment is not a requirement for naturalisation. Select unemployed and explain in the cover letter as above
2 - You can still select self employed, not provide the paperwork you get asked for (as it is impossible for you to produce it), and explain in a cover letter as above

This is a question that gets regularly asked - HO and HMRC know their processes. As far as you are honest they will do their cross checks and find everything in order. It is extremely unlikely it will affect your application in any way.