Tin the wire and the pin first and then touch the iron to them both quickly. They should stick fairly well without needing to add additional solder. Also, like someone else mentioned, flux can help quite a bit. (Maybe even a cupped soldering iron tip might be useful, depending on the situation.)
Learning how to solder SMD components will get you extremely familiar with how solder behaves at that scale. Let’s just say it’s significantly different than just doing basic wires and THT.
(Well, the solder doesn’t really act different, but at smaller scales it looks like it does.)