Notes: "The iron age communities of Britain showed a variety of social organization, although all were agrarian peoples organized into tribal territories dominated by a range of closed settlement sites. Many were agriculturally sophisticated and had developed an impressive Celtic art style. The peoples of the southeast had a long history of shared culture with northern Gaul. The islands were known to the Mediterranean world from at least the 3rd cent. BC." Source: Oxford Classical Dictionary (OCD) 3rd ed. revised.
According to the Ancient History Encyclopedia, "[d]uring the early Neolithic Age (c. 4400 BCE – c. 3300 BCE), many long barrows were constructed on the island, many of which can still be seen today. In the late Neolithic (c. 2900 BCE – c.2200 BCE), large stone circles called henges appeared, the most famous of which is Stonehenge.
"Before Roman occupation the island was inhabited by a diverse number of tribes that are generally believed to be of Celtic origin, collectively known as Britons. The Romans knew the island as Britannia."
The Greek navigator Phytheas explored the coastline of Britain around 325 BC. He was apparently the first person to mention the existence of the island. According to the OCD, Pytheas "circumnavigated Britain [and] described is inhabitants and climate [and] reported an island Thule (Norway or Island) ..." among other locations he visited on what must have been a hazardous voyage into the unknown.
Technically, the prehistoric period in Britain ended with Pytheas' voyage since that's when the island first appeared in (known) written records, but the period ended conclusively with the Roman invasions (or expeditions) by Julius Caesar in 55 and 54 BC. I haven't been able to find any indication of what the tribes of Britain called their island before that time, but they must have called it something.