If you are thinking of applying for funding, what type of project do you need funding for (Sport, Arts Charitable etc), is it a revenue project, will you be building facilities of some sort, and how much do you need? Also where you are in the UK may have some bearing on which Lottery distributor you should approach. Lottery funding for sports projects for example is though each of the home country sports councils (England, Wales, Scotland and NI each have theor own).
Funding for charitable purposes, health, education and the environment is through the Big Lottery Fund which is UK wide and distributes 40% of the money available – info here: https://www.biglotteryfund.org.uk/funding#
Whatever you apply for read the application criteria very closely and make sure you meet them. Try to talk to someone at the Lottery distributor you are applying to before you make your application. Can save a lot of time and that advice can help in giving your application the best chance.