One of the things that I have found very difficult to get used to - and still sometimes have trouble with - is that pedestrians are not given the right of way in the UK (except for zebra crossings).
Note that I am from New York City, where traffic will stop to accommodate crowds of pedestrians.
For example, in the UK, in my experience:
A driver will not slow down to accommodate a pedestrian who is crossing the road, in fact, he might even speed up.
When turning at an intersection, drivers will not slow down in case any pedestians are trying to cross.
If you are waiting for traffic to clear or for a traffic signal to change in order to cross at an intersection, and there is a car that is facing the same way as you and is going to turn in front of you, the second it becomes free to move the driver will speed up and turn right in front of you, even if you've already started to place a foot into the road.
If you are crossing the road and the light changes while you are crossing, drivers wil not wait to let you finish crossing. They will usually start moving forward as soon as the light turns yellow, even though you're still halfway across the road.
When backing out into the street, drivers will often not check to see if anyone is walking behind them.
If you are walking along a main road and come to an intersection with a small side road, if a driver is coming out of the side road, he will not stop before he gets to the main road so you can cross.
So basically, regardless of what the official rules are, you have to be extremely vigilant because cars are not going to stop for you.
Another thing that I found is that because cars tend to go faster in residential areas in the UK than in the US, for a while if I had to cross a road without a traffic signal my timing was off.