I have been in the UK for 3.5 years but this is the first time I've ever received a copy of the census.
The UK census is only done once every 10 years (same as the US census), so you haven't missed out on anything

. The last one was sent out in April 2001 (I was only 17 then, so my parents filled it out on my behalf - this year was the first time I've filled out a census form as an adult).
To be honest, I didn't really think much about the questions on the form - I filled the entire thing out in about 5 minutes.... tick, tick... job title, job description... tick, tick etc.

. You don't have to worry about the details of bills or cars or anything - you can just tick what is appropriate to your situation (i.e. what type of central heating do you have, how many cars did you have on March 27th, what was your marital status on March 27th, who was physically staying at the property on March 27th etc.).
I believe the info goes to the National Office for Statistics... and all they do is work out the number of people in each category so they can come up with the latest UK population statistics - they don't care who you are or what your situation is, you're essentially just a statistic in a survey.