Put on your safety glasses.

Turn on your soldering iron. If your soldering iron has temperature control:

Set it to 300 °C (~570 °F) if you're using leaded solder

Set it to 375 °C (~700 °F) if you're using lead-free solder

Clean the tip of your soldering iron. If you're using a cellulose sponge, wet the sponge with distilled water until damp and quickly wipe the tip across it. If you're using brass wool, stab the tip into the wire a few times.

Melt a small glob of solder onto the tip of the iron. This is called "tinning the tip" and will help with heat transfer.

You'll likely see some wispy smoke as you melt solder. This is mostly the rosin-core flux that's built into the solder wire. Flux helps molten solder flow, but gets vaporized over time.