Well, I did find flying round London a bit scary the first time. Many years ago now, but I was glad to have another PPL next to me.
Ideally I'd make the first trip in good clear weather so eyeball navigation is easier (even if you've got a GPS, also a good idea). Get a service from Farnborough, and they'll generally warn you before you bust CAS vertically or laterally (and make sure you squawk Mode C). Midweek (rather than a weekend) means less traffic to see and avoid, and you get more attention from the (excellent) Farnborough controllers.
You can't fly much inside the M25 because of controlled airspace or built-up areas (as you can't go above 2,500 feet, so glide-clear doesn't take you very far). On the West there's Heathrow. Yes, it's now Class D, but there's a good chance you won't get let in, so you need to have a good plan B and be ready to use it. Round the edges there are several tight gaps such as by Farnborough in the SW, Gatwick/Biggin in the SE, White Waltham/Wycombe in the NW and near Stapleford in the NE.
There are few places in the UK where a PPL has to keep such accurate vertical and lateral navigation for an extended period.
Nothing desparate, but a bit challenging the first time. And great fun.