I'll see if I can answer this with a question. Who else would Germany attack? Any action to the East would bring conflict with the Soviet Union, who were being held at arm's length in preparation for Barbarossa. To the South there's nothing but Switzerland - the reasons for the maintenance of Swiss Neutrality would need a new post to fully go into... You ask about the possibility of invading Britain. But, where from? The only place where one could feasibly launch a crossing of the seas which surround the island would be from the French coast. The subjugation of France would therefore have to precede any attempt against Britain.

You also mention that the attack was "unprecedented" when that wasn't quite the case. Since the issue of Czechoslovakia had been settled with Britain and France's sheer lack of action, German forces had been building on the East of the Rhine in their droves. An attack against France was duly expected, and the course of Fall Gelb to Fall Rot was a long standing element of German military doctrine. If you're interested in the initial stages of WW2 I can highly recommend my source for this answer - the first two volumes of Churchill's "The Second World War." One you see how methodical and focused the build-up of German industry and military was in the late 1930s then it's hard to view any of Hitler's moves from 1936-41 with surprise.

France and its fall in 1940 was a huge unprecedented move by the Nazis

Not as unprecedented as you might think! The Franco-Prussian war was a rapid French defeat that featured the First Battle of Sedan in 1870. The Second Battle of Sedan took place in 1940 in the same area. Both were French defeats that contributed to French collapses. So you have two German assaults spaced only seventy years apart, with similar overall results, and I think that counts as precedent.

/u/TheNecromancer handled the rest of your question, I just wanted to address a small part of your question.