Like Str8V8ping pretty much said (and Dj kinda too)...
Heat the part, not the solder. When the part is hot enough, the solder will melt (and stay) on it. Although scuffing it up helps provide adhesion surface area and cleans it, it is not absolutely required. I do it with a standard iron no problems. Just hold the iron on the connector for a minute or so. Melt the solder onto the connector while holding the iron on it. (I put it in a vise while doing this). Once the solder melts onto the part there's a molecular bond there.
You can add the wire at the same time, or reheat to add the wire later. Of course the wire needs to be heated too for the same reason. However the wire is small enough that the melted solder MAY heat it enough if everything is at the proper temp.
It should look shiney, not ...dull/honeycomb. Google soldering or see youtube for more info.
Of course, having the part clean and not full of finger oils or other contamination helps, as does flux to remove oxidation.
Other quick notes on soldering:
1) Clean the iron tip after each use (but people often leave a gob of solder on it when done/turning-off). Cleaning it removes excess solder and oxides.
2) Flux or solder with flux in it removes oxides and flows the solder
3) I've spent 5 minutes setting up a 5 second solder joint. In other words, it's all in the setup. Soldering a wire onto a connector takes 5 seconds. Setting it up and holding everything in place can take time. Get a "helping hands" thing (pref with magnifier) if you'll be doing a lot of modding. You often need 3 or more hands... and two are already holding the soldering iron and solder.
4) Heat the part, not the solder, but some solder on the tip (tinning) and the parts (also tinning) helps to conduct heat.
5) And after the "heat the part" mantra has been sung a thousand times... don't overheat the part! This can fry some of them. lol.
Welcome to the art of soldering. Good Luck.
