Not really. That's the most common way to tie a wire to ground, but it's not really the best way, just the cheapest and easiest. The right way, at least in theory, is to solder all the ground wires to one point, and run a single wire from that point to the jack sleeve, to prevent ground loops. I say "in theory", because ground loops aren't usually much of a problem, and star-grounding a bass in this fashion is probably overkill in most cases. But soldering to the pot case is never an absolute requirement.
Reid
+1 You are absolutely correct on the last part. There are no ground loops in passive basses, and not even in active basses. It's not really possible.
Ground is ground, and unless you are plugging your bass into an AC outlet you cannot get a ground loop. It's a myth perpetrated by well meaning, but misinformed web sites.
ground loops occur when you have two pieces of AC powered gear, and each one has it's own ground via the AC plug, and they are in two different circuits. You connect them together with a patch cord, and now one ground is at a higher potential than the other, and current flows to the lower point, and you get hum. This is why there are ground lifts on DI outputs.
The reason you can't have a ground loop in your bass is that you only have one ground point, and that is at the output jack, which makes the ground connection to your amp. Nothing inside you bass has a higher potential than anything else, and all grounds in the bass are as good as any other.
Think of an effects box. It has a metal case, usually aluminum, and all the jacks connect to the case. This forms a closed shield. The same is true in your bass. The pot cases form part of the same ground plane as the foil they might be touching, all the way out your shielded cable.
People have been soldering ground connections to the backs of pots for as long as there have been pots!
So don't bother with star grounding... just make all your connections neatly and with proper solder joints. Star grounding might actually make some of your ground wires longer than they need be.
Back to the original question. Some pots, both the cases and the terminals are plated, and the solder wont stick to that. So you need to lightly sand or file it. Then heat the part up and melt some solder on it before you try and solder your wires. This is called tinning. You should also tin your wire ends, and start by tinning your iron tip.
Also make sure the iron tip is screwed in tight... they get loose.
And don't over heat your parts!