1) scrub the iron with wire wool
2) buy some thinner solder wire
3) get a fine tip
4) buy some solder paste / flux (whats the difference please?)
Solder paste contains flux, but also tiny balls of actual solder, flux only contains a resin disolved in some organic solvent.
Also, should I use alcohol to clean joints first?
No need for that, the flux should do that job, unless you got your fingerprints all over the PCB, in that case, yes clean it with a suitable material, that should be "solder cleaner", it comes in spray cans, bit if you don't have it medial alcohol will do.
Are there different solder compositions?
Yes, specifically there are "no lead" solders out there for ROHS, compliant fabrication, but you can use standard 60/40 solders (or even better 63/37 solder) as ROHS rues do not apply to you, so do not
used "lead-free" solders, as they will only make your work much harder.
My iron says its 30w - that should be hot enough right?
Quite enough, its more how suitable the solder tip is of your iron, if you ever used real iron mesh "sponge" ("steel", not "brass" wire wool) on it or even worse a file, you might have ruined it, solder tips normally consist of a copper core coated with different other metals, removing these will ruin the point. Only clean the tip with a specific "real" sponge (not a "plastic sponge"), or wet paper, or even better the special brass curls designed for cleaning solder tips. If the solder doesn't melt (even with flux applied) its almost always a tip that doesn't transfer heat to the things you want to solder, because the tip is oxidized, or there is a thin layer of cruft on it (if the tip ever melts plastic, the tip will become instantly unusable, unless cleaned with a special ammonia based cleaner)
I'm a little depressed because I bought a rinky dinky microcontroller board but didn't realise I have to solder the header pins on myself until it came in the post - I'm paranoid about messing it up
Maybe I'm missing something, but to my knowledge all PI's come with pre soldered GPIO pinheaders, just as in all the pictures of PI's you will find.
Perhaps I should practice.
It never hurts....