O2 is located in North Greenwich, on the opposite side of the river from Canary Wharf. The arena hosts the largest indoor concerts and also houses numerous restaurants and cinemas.
The O2 is an entertainment centre and was even featured in one of James Bond movies. If you're looking to see Ed Sheeran or other top artists from around the world in London, O2 is the most likely place you'll find them.
You can also climb the O2 with a paid trip, called the 'Up at the O2'.