Read: Solo Travel London on a Budget and Where to Stay in London: Budget to Luxury.
Yes, London. You'll notice that in North America I stayed away from the big, popular cities like New York, Chicago, and Los Angeles, but in the UK, London is a must and it's very doable for the first-time solo traveler. Stay central. Walk lots. See the iconic sights that you recognize from movies. Take in the theater. Shop. Read: Solo Travel London on a Budget and Where to Stay in London: Budget to Luxury.