as allready mentioned just go ahead and practise. If your a guitar/bass player go ahead and do some guitar pedals just for practice other wise get some velleman kits or what ever and make a test oscillator or whatever tickles your fancy.
But the best advice i can give you is get a good soldering iron with adjustable temperature and always keep your soldering iron and solder surface clean. Always heat the surfaces you want to solder together and not the tin. and never heat something longer than 30 sec max usually shorter. You can buy your tin rated for a certain temperature so you know it will melt at the temperature you set your soldering iron.
I did not know why I was butching PCBs left and right......
until I switched from a 20$ Radio shack solder 'wand' to a Weller.
best trick I ever was told was, when soldering parts to a PCB throughhole,
heat the lead first and move down towards the pad. By the time the tip gets to the pad,
the flux should be flowin'. That, and keep the tip clean and tinned...
One of the best practice methods I read here was to get a simple tube socket and nail it to a wooden board. Solder a wire to one of the sockets connections and then try to pull of the wire. Keep practicing until you can't pull out the wire. It's all about practice.
I agree with all here except that I don't heat parts longer than 10 to 15 seconds with 4 to 5 seconds being the usual max. But certain parts can take quite a lot of heating before damage occurs.
Depending on what you are soldering it may take longer. For instance if you are soldering to a Turret board the Turrets will absorb a lot of the heat from the soldering iron tip and you will find yourself applying heat for a long time. Meanwhile your part is heating up more and more but not enough to melt the solder yet. There is a fine line somewhere there before you start damaging parts. The more you build and solder the more you get a "feel" of how to apply the tip for maximum efficiency.
This applies more for Point to Point wiring. If you have a few spare alligator clips these make good heat sinks or heat stoppers if you want. Just clip them on the lead before the component to protect the part from overheating. Soldering PCBs just requires a slightly different technique.
I think electronics is one area where I think one should start with as good tolls as one can get rather than wait until we gain experience. Do yourself a favor and unlike me and many of us here get a good Weller soldering iron or a temperature controlled station. Buy a few spare appropriate (many types) tips and change them when they wear out. Buy good quality solder. A sponge that you keep moist to clean the tip before every application and also good pliers (cutters and needle nose etc.). Again buy good quality, its really worth it.
Getting low quality tools even if electronics is your hobby will lead to poor finished product and disatisfaction.
Oh yes and if you are going to de-solder parts and pull on them make sure you have eye protection in case solder splatters back!