This happens to me if the component you are soldering isn't hot enough - when I solder to a plug or something, I always hold the iron to the plugs tag first for a few seconds at least, then bring in the wire, then the solder - if you bring all three together straight away the tag doesn't get hot enough and the solder doesn't adhere to it well.....
At least I think that's what is happening!
I don't think the temp setting is THAT important - what is important is that you use heatsink clips for heat sensitive components, and take care to not overeat things by not holding heat on for too long.....
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