I've heard an A* at GCSE is an N at A-Level, an N being something just under a U lol.
The average A-Level grade is, I've heard, a D, however personally I'd say average is a C grade. Simply because most good unis will require anything from AAA to BCC, and some maybe CCC, although the Scotland lot is a little different and a good Scottish uni may offer CDD type offers. When you get onto the D-grade level there aren't very many respected unis that will be likely to take you and an E grade is next to worthless unless your offer is in tariff points, which most respected unis don't go by. A D grade is about 50% - so the average I'd imagine would be C/D but I'd say the average is different for everyone. My average for Art is an A while my average for Chem was high C, but other people's average grade for Art may be D and Chem an A.
I say just do your best - who cares what the national average is? If you've done worse than you were meant to, you're not gonna be happy with it regardless of whether people consider it a good grade. I would be furious with myself if I had got anything less than an A in Art, and estatic over a C in GCSE Maths (got a B though lol), but other people would consider a B in Art as excellent. Depends on the person.