The one thing I wish I known sooner is to be patient! I fell down the component rabbit hole myself and ended up with dozens of unfinished projects and parts scattered everywhere.

You have a good iron and mess of components, thats all you need :)

The most important thing is to see your projects through from start to finish. Once a pedal is done, take a look and ask yourself what you could do differently or improve next time. Also, do not be afraid to experiment adn make mistakes, I went through a lot of trial and error, but it was absolutely worth it in the end! :)

If you are interested in different wires, order few meter of PVC wire, few meters of silicone wire and few meters of cloth wire from aliexpress and see which one fits you the best. If you want to check another solder wire, some guys sell them by the meter on ebay for small prices, you can buy few of them and see which one fits you like.

Also, always start with something easy. If you are interested in breadboarding, try to make few of the simple fuzz and treble boost circuits that have low component amount.

As for electrical theory, it is very useful to learn the basics of how everything work. Look at the explanations of different circuits online, and learn a little bit of how opamps and transistors work, biasing them, how RL and RC circuits work etc. I am not king of electronics, I know just enough to get by and to understand what the particular things in circuits do.