I was lucky that I had an interest in a UK sport, field hockey, when I came over here. And that it's a HUGE sport here. All I did was go online, type in the sport and where I lived. Many of the leagues will have websites and teams themselves tend to also have sites. I found out that my local club was having a play day to welcome new players...I emailed the person listed on the site who gave me all the info I needed. I showed up, the put me on a mini-team and that was the beginning of it all.
Many teams in the UK are very socially oriented. My club, which is both male and female, have monthly socials, they tend to go to our clubhouse after games and are very welcoming of new people. In fact, I met my husband through my club! And have a few girlfriends who I can invite out if interested.
I have also joined the attached cricket club, which has added to the social nature of my sporting life. It's really great - I got to learn a new sport and meet new people.
And that's what's great about sport here in the UK - there will always be a beginner team, so you don't have to worry about not knowing what you are doing.
Enjoy! And if you are in London and you are interested in either field hockey or ladies cricket, send me a p.m. and I'll help you either join my club or find a club near you!