Can I have a full-time job and work on the side?

I live in New York City and I have a full-time job. I don’t think I can be considered a freelancer because of my job status, but I want to work on the side as a writer and screencaster and I need some advice on getting started.

I would like some specific details regarding legalities. What tax forms will I need to fill out? Any other forms I should know about?

Thanks for your help guys.