Soldering Irons come in all shapes and sizes. Some basic guidelines:

• Generally, a grounded iron (3-prong) will work better than an ungrounded one.
• You don't need a shitload of power. 15-25W will be plenty.
• Get as small of a tip as you can because you will probably need it :)
• Temperature controlled irons are handy to have, but totally unnecessary for the beginner.

Learning To Solder is something that takes practice. It is highly advised to practice your first soldering on something you do not care about, as it takes some time and patience to get the hang of it. The ECU you need to run your car to get to work tomorrow is not the appropriate first thing to try to solder.