I'm not sure how it is in other European countries, but in Portugal there are two types of market. In almost every city, once a week, there is a market where you need a license and pay a rent for the space. There's also another type of market, which I'm not sure how often, but it's called a "feira da ladra" (stolen market :) ) and you don't need a license or to pay rent, you just arrive and set up your stall :)

Yes true, it's probably a cultural thing. In Europe I remember there are street or flea markets that people ca go and set improvised stands. It's a license required for it? or people just go and sell?

AGORA

Did you ever organized a garage/yard sale?

NO. 

It's not normal in Europe. I've never seen it myself. And you run the risk of the police coming, I don't think it's legal without a license.