I'm wondering if the solder I have is the problem, I have heard some people saying that newer lead free solder can be extremely difficult to work with.
Yep. Lead-free is very troublesome, I imagine that's the problem.
At a hobby level you're not going to save the planet by using lead-free. You might as well use lead.
Lead-free is perfectly usable - but the iron _must_ be a bit hotter than for lead/tin - otherwise you've just back to the cold-iron issues.
I've used lead/tin solder for 20 years, and for the last 10 have used tin/silver and there is very little difference at all if
the iron is hot enough. lead-free doesn't behave as well if reworking a joint, but you just have to add a little more.
With the iron at a higher temperature you have to switch off when not using to stop iron-oxide building up on the tip
(this prevents wetting of the tip).
One little detail (sort of mentioned above) is that the iron must melt the solder directly onto the part - place the end of the solder wire
between the iron and the part-to-be-soldered and squeeze it gently - once the solder melts (should take 1/2 second or less) it will
spread heat to the part to be soldered - you hold the iron there for 1 to 2 seconds to bring the part upto temperature, feeding in a
little more solder to fully wet the part, then withdraw iron and solder. Yes you do need three hands!
If it takes longer than 2 or 3 seconds then something is wrong (large areas of copper like ground planes take longer though, 5 to 6 secs).
Always wet the iron tip with solder, then wipe it on the wet sponge immediately before each joint. Any oxide build-up will
cause problems. Parts must be clean and bright too.
Temperature-controlled soldering iron is pretty much a requirement. Something like 300 C for lead/tin, 330 C for lead-free.
[PS lead contaminates your fingers and cannot be removed to any significant degree by normal soap - avoid lead solder!]