RadioShack is as good a place to start as any for an iron and solder.
You can get a 25-watt iron with replaceable tips and some basic 60/40 solder .032 diameter. I'd recommend a tiny dab of flux as well on those shiny new connectors.
One of the most useful [and ugly] things I've ever adapted was a small metal mic holder from a 1970's El Cheapo brand cassette recorder into a soldering iron stand. It gives you two hands free to manipulate the solder / wire / connectors - while the iron sits still. Useful with the tip facing away from you, or straight at you. It's very stable, but small enough to pick up the whole rig when you need to. I don't know how it has any paint left on it, and I don't know what I'd do without it. Good luck finding one.
This how-to-solder YouTube video that Jammster found for another thread is a good tutorial for anyone who needs a little visual encouragement.