You definitely want flux-cored solder - which common bog standard solder is anyway. It can help to have extra flux separately as well, but you'll only need it for difficult cases.
Remember not to apply solder directly to the iron (unless applying some to the job as well), otherwise too much flux goes up in smoke. Heat the joint well with the iron. See the videos above for more tips.
I still haven't cleared space to try my new iron. I got a fume extractor and lit magnifier as well, so I need it all set up properly on a table, rather than crouching on the floor, like I have been doing for thirty-three years.