There are a few classsic mistakes that beginners make. First of all, you should have one of those little stands that holds a sponge. Keep it wet. You must keep the tip "tinned". That is, you coat the tip with a thin layer of solder, wipe it on the sponge, coat it again. For best results, you should also tin both surfaces that your going to solder. Flow a small amount of solder on the connection, and a small amount on the wire. Heat the two together, then touch the solder to the tri-point made by the two pieces and the tip of the iron. The solder will flow into the connection. It doesn't take much when done properly.