The only thing you need to solder is the antenna cable to the small hole on the transmitter board. When connecting the board to your Raspberry Pi I would recommend using a set of female jumper cables. You can get them on ebay here
. It would be a shame to solder something directly to the pins of the Raspberry Pi. Whether I would recommend this to a newbie or not depends on the person, but I would guess that when you ventured into the world of Raspberry Pi you must posses some interest in tinkering around with software and hardware
I was looking at TellStick myself a year ago, but I like to keep it as simple and cheap as possible. Here in Denmark they are kind of hard to come by and they cost about $80 compared to the ebay RF transmitter modules pricetag of less than $2.