Statistically, the UK is the third largest domestic gaming market for Sony, Microsoft and Nintendo after the US and Japan. So yes, we're pretty big gamers xD I'd imagine that China are bigger as an MMO market through sheer force of numbers but Sony, MS and Nintendo don't sell their consoles there. Korea probably gives us a good run for our money, but a much higher proportion of Koreans are PC gamers anyway.
I'm not sure about the rest of Europe, but I must say that encounters with none-Brit Europeans online have been a rare occurrence for me.
Dutch, Germans, Swedish and Norsemen on the PC Uk probably does edge it one consoles. Pc gamers are usually far more hardcore. I however prefer consoles for games like COD, however you cant beat Runescape and mine craft.
When playing Battle for Middle Earth or Battlefront II I always see lots of Germans in there, so I think it's fair to say Germany is a major gaming country. It even has Gamescom, which is superior to E3 in every way other than the scale. which all E3 is is marketing.