I've just bought a new Soldering Iron with the intent of making Art, however I seem to have a problem
Just as a point of order, soldering irons for art can be fairly different than irons for electronics.  You generally need much higher power as you're heating something much more massive than a tiny little lead or SMT pad.  Unless your parts are truly tiny, get an iron for stained glass.

Also, you likely require some additional flux to put on your work. Electronics parts are generally very clean and plated to aid solder wetting. Looking up some guides on stained glass soldering would be extremely useful, namely how they flux everything.

Finally, if you're trying to assemble something out of this and that by soldering, remember that not every metal is wettable with tin or tin-lead solder.