The "trail" is actually a collection of 50 Paddington statues placed around the city to celebrate the release of the Paddington Movie. The trail is also a fundraiser for the NSPCC, a children's charity, and the statues will be auctioned off at the end of the year. From the website: "Each of the statues [was] created by artists, designers and celebrities with the trail following the travelling bear’s favourite places in London."
So Simon and started where it all began, at Paddington Station. (The station existed before the bear, he was named after the station when he was found there by the Brown family.)
Here are some of the places we saw. I loved it all!