There could be a few things going on here. When you use solder, there is flux inside it that flows out when the solder melts with the intention of cleaning the terminal so it can be well soldered. This flux is a poor conductor, so if you touch your probe on flux, you may not get a proper 0 ohm resistance reading. If this is the case, you may find that the tinned lead of the capacitor that hooks to that terminal is an easier place to measure a resistance reliably.
The other option is that the solder hasn't flowed all the way. When this happens, that flux flows out to clean everything, but without enough heat the flux will stay put around all the leads and the terminal strip hole, so you'll get a flaky joint. It sounds like you're getting the hang of all of this, so if there's any doubt about this, some extra heat will help flow the solder all the way and move the flux to the outside of the joint.