Oh bummer – it really is a bit of a pain as you are still legally required to ensure any filing of earnings etc are up to date before closing it, but the Companies website does have a pretty clear step by step.
Have you already traded as your company?
If you have, you cannot close it until the end of the financial year e.g next year, so get everything all lined up as they are unable to accept early closing request.
Record the date you officially stop trading as the Company, then get on with trading as your new Sole Trading self.
Hope that helps but let me know if you need any further detail.