If there's one tip I have to give it is this:
Hit radio shack for a cheap spool of 22 or 24 gauge wire and a breadboard with tinned holes (like this one)
. You'll spend maybe 8 bucks on the two. Snip about 100 short bits of wire, a half inch long or less, strip the insulation off one end and practice soldering them into the holes on the breadboard. When you're done, if you're not confidant you've picked up the technique, just keep going until you've filled in all the holes. If you manage to solder a bit of wire into every last one of those holes, you'll know what you're doing.
Anyway, you want the tinned holes because the solder sticks to the board far better and easier than a board with untinned holes. That makes developing the technique easier. When you feel ready to further refine your technique, get a breadboard with untinned holes.
And to answer one question, my 30 watt soldering iron reaches a temperature of 735 F. So you don't need a high wattage iron to get the job done. And yes, I do occasionally burn wire insulation with it, but I have yet to burn any components with it. I've even accidentally touched LED bodies with it without damage to the shell.
Incidentally, folks should also learn about point-to-point electronics construction
. When you want a particular circuit, you won't always be able to find a handy, etched, mass produced circuit board to make life easy. point-to-point construction also lets you repair things you'd otherwise have to toss in the trash, like a broken circuit board. I have even given new life to a broken computer thanks to point-to-point repairs. It got pushed off a desk and a 4 inch circular fracture occurred in one corner of the board. Almost 800 point to point connections later (and substantial application of hot glue), it was in working order again. I used that damned thing for another 6 years, first as my primary desktop and later as a file server.