My introduction to British eccentric festivals was via the infamous Cooper’s Hill Cheese-Rolling. Imagine hundreds of people hurtling down a steep hill, chasing a wheel of Double Gloucester cheese. People tumble, bounce, and occasionally fly through the air—all for the glory of catching—or at least surviving—the cheese. I’ll admit it: my first reaction was to laugh, then gasp, then question my own sanity for living somewhere this wild.

Introduction: Britain might be a small island, but when it comes to quirky traditions, baffling rules, and outright confusing concepts,...