Lesson:
1. Don't be cheap and get a proper soldiering iron. No, you dont' need a $100+ iron as a starter, but the $10 rat shack soldering iron won't do any good either. It doesn't have enough power behind, so when you are working on pcb with large amount of components, (well... most keyboard isn't... but still) the entire board act as an heat sink and the soldering iron simply doesn't work too well.
A Weller WLC100 for example, is a descent starter iron, though it's not ESD safe... so you gotta be careful. when working with sensitive components.
2. Lead free solder: it's not worth it.
Follow proper soldering guide line, do it in a well ventilated area, was your hands after soldering, the amount of lead you are going to be in contact with won't ever be enough to affect your health.
On average, Lead solder has higher melting point, which makes soldering a lot harder with to a novice, especially when you consider the said novice probably doesn't too powerful of a soldering iron in the first place.
3. Flux pen, I see a lot of user suggest it, but IMO, you really don't need it.
A proper Rosin cord solder should provide enough flux you will ever need to make proper contact.
If you need flux pen to provide extra flux to make proper connection... then chances are you really should clean up the board/surface before you even start soldering.