Use 0.5mm solder.  Use a fine tip on your soldering iron.  Position of your hands , the board, and the parts is critical.  And, you've got to be able to see what you are doing.

How good are your eyes?

https://josepheoff.github.io/posts/howtosolder-1visioncheck

I find it easy enough to solder small parts by hand.  Anything that has pads accessible from the top or sides can be soldered by hand without any special tools. 

I've got a series of blog posts I'm working on that show how to solder:

https://josepheoff.github.io/posts/howtosolder-intro

https://josepheoff.github.io/posts/howtosolder-toc

Straight to the small stuff:

https://josepheoff.github.io/posts/howtosolder-11soldersmdpassive

Your blogs are great and detailed, thanks for your sharing.

I find the thinnest solder possible is the best - it’s so much easier!

Thanks,maybe i need more practice.

Sounds like you either need a bit more experience, or some better equipment.

Getting a temperature regulated iron, really helped for me. Switching from lead-free to leaded solder also helped. Thinner solder for the finer work. Adding a bit a flux can help in tricky situations.

Maybe get some practice kit from ebay. It might be better to practice on something that you haven't invested a lot of time into already, and doesn't matter if it doesn't work in the end.

Thanks a lot! This is my current situation, so I can't do some gadgets yet, thanks again.

There is really not much we can do to help you unless you provide more information. What do you mean by small? May be provide some pictures of your projects. How many units do you want to build?

I want to make some gadgets, such as a small robot, a wearable device, etc., they will have three or so sensors.Thanks.

Welding? If you are welding pcbs I can understand your frustration. I use low-temperture (Chip-Quik) solder paste, a 26 guage syringe needle, and a hotplate/hot air "rework" station I bought on Amazon for soldering (not welding!) small smd parts including any QFN, LGA, and even WLCPs with no (OK, very few) problems.

Thank you. I want to make some small devices. They may have multiple sensors. I really like small and delicate things. I need to practice soldering more.

I like to make small things, but welding them is really troublesome. Although I know this skill is important, is there a connection method that does not require welding? This way I can quickly and easily create my project.