Through hole soldering is when you have parts that go through metal holes in the printed circuit board
Nearly all my kits and other simple projects are done using through-hole parts. Practice and master this skill first, then you can move onto more advanced techniques!
I could make my own tutorial but seriously, there's so many good ones out there already, it's probably a waste of my time! All of these are really nice. Don't forget that you still need to practice if you want to actually get better, though!
Finally, here is a blip.tv video about How to Solder/Desolder (starring Bre & Joey G) more overview of everything, but doesnt have as many close-ups as the above videos
In this Make: Video Podcast, Joe Grand shows us how to solder and de-solder electrical parts.