If you own a brick property built before 1930 it is highly likely your walls will have no cavity . A quick test to check the method of construction is to look at the brick pattern and if the bricks are laid both sideways and head on then the walls are solid. Sometimes this head on half brick appearance can be difficult to spot as certain bricklayers alternated the rows of bricks so check a good part of the wall to try and finf the tell tale head on half bricks.
The below picture is from the informative Energy Saving Trust and demonstrates a solid brick configuration:
If your walls are rendered or made of stone then it can be possible to measure the width of the walls around a door or external window. If the depth is less than 24.5cm you probably will have solid walls and will be suitable for an exterior insulation system if you wish to save heating costs.
In some early cavity walls the width of the cavity could be less than 50mm and in that case there is insufficient space to have cavity wall insulation injected and again external wall insulation should be considereed as these types of walls are very similar to a solid wall in their heat retention abilities.