Ceilidh is an Irish name for a very informal session of song and dance, where anyone can join in. However in recent years it seems to have become a catch-all phrase for any form of British Isles traditional song/dance event.
I would hazard a guess that, if you're in England, it'll be similar to the one I went to yesterday afternoon. It was really just a load of very simple traditional English figures (cut down versions of 'real' dances), not unlike the country dancing we did at school (where you strip the willow, duck and dive, swing and rant and such like). You usually have a caller and you get to walk through the dances before they start the music. Occasionally they'll do the more simple Scottish dances - Dashing White Sergeant, for instance - as well. Doesn't matter if you don't know what to do. If you get lost, you just hold out a hand and wait for someone to grab it.
It's a lot of fun, but very hot, exhausting work, so be warned. ;-)