The Romans, eventually, occupied a large part of the UK over a period of almost 400 hundred years. It was an occupation, there was a native population of Celtic tribes and not that much is know about them. It was also a long way from Rome and Britain is not mentioned very much in Roman history. However there are hundreds of book on the subject, so it is difficult to recommend anything without knowing what aspect of the history your interested in. A good place to start is Roman Britain, a very short history by Peter Salway. Another is Roman Britain a new history, by Guy de la Bedoyere.