Always vent to outside through an activated charcoal mesh bucket. These just lower the smell, and do almost nothing to protect against nasty melted plastics or solvents. =3
As someone who has only recently been thinking about learning how to solder and work with PCBs that's actually useful info, thanks!
Unfortunately I do have experience with the smell, being around others working with improper ventilation... I'll be passing that advice along to my BIL too, ha.
This covers most issues you will encounter, and I recommend joining an amateur Ham radio club for hands on practical advice around electronics.
With the exception of a hot air rework tool, a soldering iron should complete a nice fillet within 3 seconds. Adjustable temperature kits tend to hide the skills needed to work with the thermal mass of the iron itself.