In reply to Thevicar:
I just looked up Ham Hill on the UKC database - it's not bouldering!
http://www.ukclimbing.com/logbook/crag.php?id=1576
You'll need a rope there by the looks of things, so get yourself down to Portland which does have some bouldering.
Just turn up. A mat, boots, chalk and a guidebook/topo are what you need (not all strictly necessary, but all make it more fun). There really isn't a lot to it, just play on the rocks, seeing what you can get up and what you can't. You'll want to start on the easiest stuff, working up the bouldering grades tends to take a bit of time. The only book I'd recommend is one that shows you where the rocks are and what the problems are like.