teach mike larry about soccer

i'm temporarily living in london and would like to go to a soccer game, just for the experience. however, i have no idea wtf i'm looking at. apparently, there's a premier league, a football league one, a football league two, etc.

i'm assuming the premier league is the "best" one since i've actually heard of some of those teams. what are the other leagues? are they like the equivalent of minor league baseball games (i noticed they're cheaper)? if so, is it worth going?

thanks guys