Yeah, you tin the tip of the soldering iron, then you tin the surface of the lug. You can even tin the wire, but it's not necessary most times, as the solder will wick up into hot copper.
You still have to get the plug really hot. For tinning or for soldering. Otherwise you get a cold joint. If the solder looks like mercury... like a bubble... like Terminator 2000, then the lug isn't hot enough. It should spread like melted cheese/wax/butter/yum.
Hold the iron to the spot you're going to attach the wire to. With your other hand, hold solder to the plug, without coming into contact with the iron. When it melts on its own, you know it's hot enough.
Hint: Use an old pedal. Insert plug into jack. Much less finger or other object burnination.
Side Note: Sometimes you can smell burning meat before you even feel that you've burnt yourself.
Oh yeah: Don't solder while wearing shorts. The molten solder can jump or drip at times. That shit is good times.