I don't believe all states require licenses for self-publishing authors, but make sure you're free from needing to register before just launching in and then getting fined.
Keeping track of what comes into your wallet so you can correctly file your taxes for next year. (I know, I know, all boring things. I'm sorry!)
In the U.K., Canada, and U.S.A we are protected automatically (I didn't research any other places, so if you do happen to be from anywhere else, be sure to check) but there are pirates everywhere and if you want to really make sure your work is protected, I would register your books with the Copyright Office.
What is an ISBN and why does everyone keep telling me I need one and do I really actually need one? When you set up a title with Bookvault you automatically get an ISBN number assigned to it. Same with KDP and I'm sure any of the other before-mentioned self-publishing places. But if you only sell ebooks, they are not necessary, and if you sell your books personally to close family members and the like, you won't need them. However, if you want your books to be distributed, an ISBN will be required. It's like a Social Security Number for a book. Each book's fingerprint, if you will. Titles of books and author's names will overlap at times, but never an ISBN.
As much as I wish I lived in the U.K., or Canada, or Mexico, I am a born and raised U.S. citizen. I have only looked into U.S. laws in my author journey and my state's laws. If you are smart, please do your own research for everything I said in this last section and be sure your laws align with your journey into the self-publishing world.