You automatically possess copyright in any work you create, irrespective of that work be a painting, a novel, a photograph or whatever. (The only exception is when the work is created in the course of your employment, when the employer will become the copyright owner).
There is no official system for registering copyright:
http://www.ipo.gov.uk/types/copy.htm
You can't copyright your own name, although you could register your signature as a trade mark. That's almost certainly completely pointless for you, but here's the information anyway:
http://www.ipo.gov.uk/types/tm.htm
Unless you are, or become, really famous as an artist, people who buy your work will do so because they like it, rather than because it bears your signature. Any artist who is skilled enough to 'fake' your work won't bother doing so, because he could make just as much money by selling his own original works.
If you later become famous, anyone wanting to pay vast amounts of money for your latest works will deal directly with you (or your agent), which will ensure that they don't get fakes (and you get your money). You'll have no (financial) interest in whether the works sold through auction rooms, claiming to be from your early output, are genuine or not, since you won't be entitled to anything from those sales anyway. (e.g. if you sell a picture on eBay for a tenner, you can't complain if it later sells at Sotheby's for ten million pounds.).
Chris