I'm totally new to programming physical electronics and have next to no idea how anything works, but have a strong programming/software development background.
I've just ordered an arduino starter kit which contains the different components but doesn't have any tutorials with it. Is there somewhere which will teach me from absolute beginning about soldering, how to program these arduinos and so on.
Also, I'd like to build something cool using an arduino. The only idea I have at the moment is a hexacopter but I'd like to build something completely cutting edge - can anyone offer any ideas towards this also?
As for soldering, that's a completely different skill set. You're better off using a breadboard and avoiding soldering until you're a bit more comfortable with electronics. When you're ready to make a design permanent, the Pace corporation made a bunch of instructional soldering videos back in the early 80's designed for classroom use that are available on youtube now. Here's a link to lesson 1:
You might want to pick up a copy of the “Arduino Cookbook” by Michael Margolis. It may be the best $45 bucks you spend. LOTS of good circuits and example sketches.