The deadline for the 2014/15 tax year is 31st January 2016, so you still have a couple of weeks, but the website can get a bit busy at the end of the month, so the sooner the better. I’ve been completing self-assessments for about 6 years now and have never received any reminders. It’s up to you to know when the deadlines are and then meet them - don’t rely on HMRC telling you!
@curiousseagull - if you didn’t start trading until April 2015 you won’t have to complete anything for the 2014/15 tax year. Your first return will be for 2015/16, which will be due by 31st January 2017 (for online submission). If you started trading before April 2015 (even if you weren’t registered) you will need to complete a tax return for 2014/15 by the end of this month.
@PaulsJewels - you can carry forward tax losses in the same business and offset them against profits in subsequent years, but only if they haven’t already been offset against other income, such as employment income. The notes on the HMRC website explain when/how you can utilise losses.