A PhD is much more independent compared to undergraduate or postgraduate study. You have very limited contact time with your supervisors, typically just one hour a month. This requires you to take full responsibility for driving and managing your own research project, something I found very difficult at the start of my studies, yet now find entirely rewarding.
Loughborough has good facilities for postgraduates. It largely depends on your subject and the community you engage with, but there are plenty of great resources and opportunities available on campus.