This is one of the better videos about soldering: http://www.youtube.com/watch?v=I_NU2ruzyc4
It is easy to mess up the temperature calibration on these soldering stations. Here is the undocumented factory reset procedure to fix them: https://www.youtube.com/watch?v=ecH4c6NdBuo
Instructions from the above video, and updated from this Adafruit forum thread:
The soldering station should now return to normal operation, with factory calibration.