You have a BAD Sears soldering iron. Take it back. Sears buys from anyone. Your tip is defective.

You paid TOP dollar at Sears. You should have a pre-tinned tip. PERIOD.

Sears IS NOT a great tool place anymore. That is a fact for over 15 years. I take my drift punches back 2 X every year because their " lifetime " tools are soft enough to bend WITHOUT breaking.
Drift punches DO NOT BEND. They shatter. At least they are supposed to.

Take it back for a different model or a full refund.

DO NOT SAND any new tips. They are just coated with a tinned surface. The solid metals underneath are sometimes Iron or Steel. Not the easiest to re-tin.

Rich

Oh yes, all of us experts have very good Soldering irons/guns. That is why we have no/few problems.
The wet sponge does wonders.