Don't feel bad, a friend of mine and fellow volcano fanatic has never felt one either. And he's been to Hawaii and took a sample of fresh lava from a lava flow. So I may be ahead of him in earthquakes, but, he's been to a live volcano and all I'v ever seen are dead ones.
Most earthquakes in the UK are too small to be noticeable, they can sound like a truck going buy or thunder. Thats the way most are in the Northeast US. The day of the big one in upstate NY, my wife was taking a a walk down our country unpaved road at the same time (here in MAine) and she never felt or heard a thing.