Yup! The Pi needs the headers soldered and the Unicorn pHAT needs to be soldered.
I’m not good at it either!
Other option to avoid soldering - use a Pi 2/3/4 so the headers are already there, and use a Pimoroni Blinkt - shop.pimoroni.com/products/blinkt. No soldering required, and would just need a small change to the code to use it.
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