Edgy and concerned about being insulted, Vice President Bush went to the annual convention of the National Urban League yesterday in pessimistic search of black support for the administration's economic recovery program.

To his apparent surprise, he was received cordially and by some, fondly.But there was no indication that he won over any converts.

Attempting to crack the near-solid opposition of blacks to the administration's planned cuts in social programs, Bush quoted from the Urban League's own research to illustrate the especially harmful effects on black families of inflation, which, he said, President Reagan is acting to curb. He also sought to dispel beliefs that the Reagan White House was in retreat from federal action to protect the civil rights of blacks and stressed that the administration was anxious to "build bridges" and hear suggestions from blacks.

"But don't bring us an old agenda that has led to the status quo," Bush said, referring to objections to budget cuts. "Bring us some new creative ideas."

Urban League President Vernon Jordan, attacking the president's economic program as a "jelly-bean budget" that will enrich the wealthy but have devastating effects on blacks and poor people, has openly attempted to use his organization's four-day meeting here as a forum for debate with the Reagan administration.

It is a debate that comes after the major votes curbing sending for social programs have been taken and all that remains is for the House and Senate to settle relatively minor differences.

But Bush, Office of Management and Budget Director David A. Stockman and other members of the Cabinet all trooped up Connecticut Avenue to the Washington-Sheraton where more than 15,000 League activists, elected officials and well-tailored young black men and women working for Mobil, Xerox and other big corporations have gathered for the annual meeting.

Stockman seemed to approach the task with relish, remarking that it required him to call on his Harvard Divinity School training in speaking to "the unbelievers." He repeated the familiar contention that the cuts will not only affect social programs but subsidies for businesses and those well off. He cited administration proposals for reducing spending for the Export-Import Bank, the Synfuels Corp. and farm supports -- some of which the administration has prevailed on in Congress, some not.

Health and Human Services Secretary Richard S. Schweiker brought his traveling Reaganomics slide show to the convention, flashing colored pie charts on a screen to argue against contentions that the administration was reversing longstanding national priorities by increasing defense spending.

U.N. Ambassador Jeane J. Kirkpatrick, in a speech last night, assured them that the administration found South Africa's policy of apartheid "repugnant" and was committed to self-determination and independence for Namibia.

At the end of his speech, Bush admitted that he had been tense when first appearing before the audience. He made vauge reference to President Reagan's reception earlier this month by the NAACP, which White House aides regarded as insulting. He said there were those who would argue that "for a representative of this administration to appear before this audience, at this time, is an exercise in futility and frustration."

He fretted that the next day's headlines would say: "Bush receives lukewarm reception from Urban League audience."

"The story beneath that headline will report that these remarks were given at a polite, but cool, reception by a skeptical audience."

But that is not quite the way it was.

But the audience applauded him with vigor and enthusiasm when he denounced the Ku Klux Klan in his speech, reminded them of the administration's support for black colleges and promised to continue enforcement of civil rights protections.

And there was a favorable response when he told them, "We share other beliefs as well -- beliefs that make up a common vision for America. On the social front we share a commitment to the principle of equal rights and opportunity for all Americans regardless of race, creed, and sex. And that commitment most definitely includes protection of the right to vote -- from Mississippi to Michigan, from New England to California. Our president will do what's right on voting rights and that's not simply talk."

But Bush could not move them on the issue of budget cuts, and many in attendance felt he was not fully committed to the economic proposals either. They recalled how in last year's campaign he dismissed Reagan's proposals as "voodoo economics."