The first episode was hosted by US actor and comedian Tina Fey, with the surprise celebrity guests joining her during her opening monologue.
The show began with a sketch starring cast member George Fouracres as Prime Minister Sir Keir Starmer dodging a call from US President Donald Trump, before cutting to Fey's monologue.
The 55-year-old introduced herself as the "youngest person to ever host" the show and said viewers might know her as "the teacher from Mean Girls".
Irish actor Coughlan interrupted the monologue to ask Fey: "If it's SNL UK then why are you our first host? Shouldn't it be a British icon like David Beckham or Dame Judi Dench or Shrek?"
"Wait, Shrek is British?" Fey asked.
Coughlan, 39, elicited a laugh from the crowd with her response as she said: "Scotland is in Britain, Tina, educate yourself."
Fey then quipped: "The way it was explained to me was that for this first episode, anyway, how do I put this politely, none of you f***ing would do it. Does that make sense?"
Arrested Development star Cera also made a cameo to call out Fey over her swearing, voicing surprise the British version of the US sketch show could include explicit language.
Norton appeared to announce the show was being filmed in the same studio as his popular BBC talk show, The Graham Norton Show, and to quiz Fey on her knowledge of British comedy moments.
Fey is known for previously serving as head writer and lead cast member on the sketch show's US version.
The UK show's sketches were performed by the inaugural cast: Fouracres, Hammed Animashaun, Ayoade Bamgboye, Larry Dean, Celeste Dring, Ania Magliano, Annabel Marlow, Al Nash, Jack Shep, Emma Sidi and Paddy Young.
The 75-minute episode also featured a performance by Isle Of Wight band Wet Leg - the show's first musical guest.
Jonno Johnson is the head writer for the series, joined by 8 Out of 10 Cats' Charlie Skelton, who is the head writer for the satirical news segment The Weekend Update.
Other writers on the new show include Stath Lets Flats star Al Roberts, Have I Got News For You's Bella Hull and comedians Celya AB, Chris Cantrill, Grainne Maguire, Humphrey Ker and James Farmer.
The show's US version debuted in 1975 and has launched the careers of Fey, Bill Murray and Eddie Murphy.
