They are both correct, but you need punctuation in the second. See my various options below.
1, That you are coming to the UK is good news. (Fine, no changes needed.)
2a, You are coming to the UK. That is good news. [separate sentences]
2b, You are coming to the UK: that is good news. [colon]
2c, You are coming to the UK; that is good news. [semi-colon]
2d. You are coming to the UK - that is good news. [dash]
And finally, an option that you didn't mention:
3, It's good news that you're coming to the UK.
The first, while correct, is a bit too formal for ordinary conversation, but all the others are correct too, and in common use.
PS In English we don't leave a space before the punctuation at the end of a sentence.