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This government guide is pretty good at all the steps: https://www.gov.uk/when-someone-dies - including the probate bit.
But in short you contact the banks etc to find out if you need probate (and they usually have a dedicated bereavements helpline listed on website).
Hope that makes things slightly easier.
Sadly my father-in-law died this week and I am having to sort out all of my mother-in-law's affairs.
Fortunately I have never had to do this before but I am not 100% sure of everything that needs doing.
We are getting the death certificate today and are sorting the funeral but as far as finances are involved I assume it is just a case of informing banks etc that he has passed away. I am pretty sure everything is in joint names, so there is no need for probate (is that correct)?