At my new job I've been doing a lot of soldering, so I've been getting a lot of practice.
What ShinAce holds true; get the iron good and hot! And make sure your tip is clean. You can use a sponge (what I always used) but now I certainly prefer a cleaning pot. It looks like brass wool in a pot, and you stick the tip into it and the tip gets nice and clean.
Also, since this is your first attempt at soldering, I can emphasis only one thing: PRACTICE! Everyone thinks it'll be a very simple thing to do. It's not! Solder flows UP, first of all. It's the same thing as when you have a drop of water on a surface, and you touch it with your finger. The water sticks to your finger. Something about the surface tension and the wicking action.
Don't touch the solder to the iron. Heat the part, not the solder. Although you may have to get a little solder on the tip to conduct heat.