No they didn’t. The Germans bombed London first - just as they bombed Warsaw and Rotterdam first before that. Bombings of German cities were ordered by Churchill in retaliation. When British bombers first flew over Germany at the beginning of the war all they dropped were leaflets.
They first bombed London in August 1940, months after the British campaign started. The bombings of Warsaw and Rotterdam weren’t part of a widespread policy, and the Brits bombed at night - devastating to civilians.
Also, rather famously, Guernica.