Depends a little on what you are soldering. If you are working on a circuit with heat sensitive components ( semiconductors, transistors, some diodes ) then you will need to take some care. A low wattage pencil iron with a high quality thin tip is good. You can tin the components but normally if they are clean good rosin core solder will flow on very thinly. The tip of the iron should be nicely tinned, and they "cure" and get better with some use... if you are not experienced it would be a very good idea to practice on something that does not matter until you get the hang of it. You want to get the tip of the iron wedged gently into the joint so that it heats all parts that need solder, and only apply the solder when the parts are hot enough for it to flow easily... sometimes you can get the flow to "pop" or start by just barely touching the tip of the solder to the iron, but for the most part you should not be using the iron itself to melt the solder. There's sort of a knack to knowing when to apply the solder, it becomes second nature after a while but takes some practice ( I've been helping my 12 year old daughter build a shortwave radio kit, and it brings back memories from when I learned around that same age! ) Radio Shack used to sell some nice soft .022 diameter solder, I think it was 62/36/2. These days I use an even finer solder from "qualitek" for small electronics.

There are some other tricks for small neat solder joints that have to do with how you set up the components... if you are inserting a part in a circuit board, you can angle the leads so that they make good contact on the edge of the copper pad, and that will be the place to gently wedge the tip of the iron. Depends a lot on what you are doing, but the general idea is to have a point where contact is made by pressure, and not to try to use solder to bridge but have it flow neatly into the tiny space where there is contact.

Good luck!