If you want to work legally you will need to get a tax number first of all. After that it will depend on what work you do or want to do. However, whatever work it is, as a self-employed person, you will probably need a licence for it. Depending on the type of business this can take from a few days to a year or more.
There's some information about working in Crete on the main site here - click the link at the top of the page then look down the menu on the left side.
You should be able to get more information from Chamber of Commerce offices in the big towns or from KEP offices [a sort of citizen's advice service]. An accountant will also be able to advise you.