We investigate the coupling between Rydberg states of electrons trapped on a liquid Helium surface and Landau levels induced by a perpendicular magnetic field. We show that this realises a prototype quantum system equivalent to an atom in a cavity, where their coupling strength can be tuned by a parallel magnetic field. We determine experimentally the renormalisation of the atomic transition energies induced by the coupling to the cavity, which can be seen as an analogue of the Lamb shift. When the coupling is sufficiently strong the transition between the ground and first excited Rydberg states splits into two resonances corresponding to dressed states with vacuum and one photon in the cavity. Our results are in quantitative agreement with the energy shifts predicted by the effective atom in a cavity model where all parameters are known with high accuracy.
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