As someone who should know better and who rarely buys cheap cr4p, I will put my hands up and say that cheap soldering irons/stations are just landfill. I found out the hard way of buy cheap, buy multiple times. Spend a few quid on decent kit.
Cheap stations have vague temperature control, they can have thermal lag after delivering their initial heat and the actual temperature versus setpoint can be off enough to screw up your work. Also, the tips are rubbish, although you can use good tips with them but that doesn't fix the other issues. The vague temperature control and lag can lead to dry joints, component damage through overheating and just frustration with the job that can lead to burnt fingers. The recommendation from @itu on 60/40 and 63/37 is very good too. Lead-free solder plus cr4p gear is a "challenge" to say the least.
I was reminded of my own past failings recently when someone showed the difference in quality of the work between the looms in a Nash Jazz and a Limelight Jazz. Now, the quality of the work in the Limelight has nothing to do with the price difference of £1k vs £2.5k between 2 different partscasters. The quality of the work in the Nash is what it's supposed to look like and that in the Limelight was just unacceptable.
I'm capable of getting both results and even following the same process, the big difference is the gear and the solder.