Did you know that Paul, Peter and Philip were the only apostles to make it to Great Britain, within the 1st century? This is actually supported in 2 Timothy 4:21, where Paul writes,
"Do your best to get here before winter. Eubulus greets you, and so do Pudens, Linus, Claudia and all the brothers and sisters."
This verse contains the names of the British prince and princess who had become Christians, during the 1st Century.
However, they weren't the first. There are some writings that put Cornelius and Joseph of Arimathea as the first ones to spread the gospel to the isles that is now called Great Britain. As a matter of fact, the first church building, Glastonbury Abby, supposedly erected by Cornelius and Joseph, is thought to be the first publically supported Christian church building ever.
The story goes this way... After Joseph took possession of the body of Y'shua/Jesus, he left the Sanhedrin and began evangelizing for the Messiah. The apostle Philip was trying to find someone to go to northern Europe and spread the Gospel. Joseph and Cornelius volunteered to go to France and then cross the channel. However, this wasn't the first time Joseph had been there. He was a tin merchant who had been trading with people of the isles long before Y'shua/Jesus even began his ministry. There are actually many references to Joseph in the early history of the British Isles.
As an added note, did you know that Joseph was most likely related to Y'shua/Jesus, because it was traditionally the duty of a family member to take care of the body of the recently departed. This is most likely the reason Pilate had no reservations about handing over the body of the Messiah to Joseph for burial preparations.
There's also a legend that Joseph had taken Jesus on one of his trips to the isles, when Jesus was a lad.
It's fun to explore the history and the imaginative minds of the early church. Most of the time, there is always some truth in the legends, but it must be tempered by the actual Word of God.