Nothing annoys someone from Scotland or Wales more than being called English. And, in Northern Ireland if you call a local English you could start a brawl. More than once I've heard a tourist say something along the lines of, "When I decided to come here to England…" when standing in the middle of Edinburgh or beside a Welsh castle.
Don't do it.
The full official name of the UK is The United Kingdom of Great Britain and Northern Ireland. Great Britain is composed of England, Scotland and Wales - each a distinctive country with a good deal of local governmental control, local culture, reviving national languages and strong ethnic identities. If you are not sure who you are talking to - or which country you happen to be in - use Britain and British as safe general terms.