If you are from a country in the European Economic Area (EEA), or Switzerland, you do not need to apply for permission to enter the UK before you come here to study.
Although you do not need to do anything before your arrival, you may want to apply for a registration certificate once you have enrolled on your course - it's not essential though. This certificate confirms your right of residence in the UK as a student. It may be useful if you have family members from outside the EEA or Switzerland who want to apply for an EEA family permit or residence card; or if you are a Bulgarian or Romanian national, as you may need registration certificate if you want to work in the UK.
You can find further information about who qualifies as an EEA national, the registration process and why it is useful, and healthcare in the UK by visiting the UKCISA website.