This is a caterpillar of one of the noctuid moths (Lepidoptera: Noctuidae), which is one of the larger families of moths found inn the UK and are generally medium to medium-large moths. Many caterpillars of this group are pretty nondescript and consequently difficult to identify to species - that said I wouldn’t rule out the Lesser Yellow Underwing, Noctua comes.
Keep looking for more in the garden though as many are readily identifiable. A good tip is to venture out after dark with a torch and scan the plants and shrubs as this is when the majority of caterpillars will be feeding. look out for the inevitable signs of feeding which are nibbled leaves and caterpillar poo (frass) on leaves or the ground beneath their feeding.