I'm new to QGIS and still trying to get to grips with some basic aspects. I'm trying to create a map by combining a shapefile outlining London boroughs, and a CSV file with a series of records including Latitude and Longitude references, all of which are in the London region. The problem I'm experiencing is that the shapefile and the points from the data are appearing in totally different places in the resulting map.
I assume the issue is something to do with CRS settings, but I could really use some guidance on what I need to do to match these two layers correctly. I've set the CRS on both layers to EPSG:3857, using Set Layer CRS, but they still don't overlap.
The shapefile came from here: http://data.london.gov.uk/dataset/statistical-gis-boundary-files-london
What do I need to do beyond setting the CRS to the same value for both layers?