First up, solder headers onto the FeatherWing OLED. The easiest way to get the headers installed with proper alignment is to do this in a solderless breadboard. Trim one of the sections to fit the shorter row of holes on the FeatherWing and press into the breadboard. Slide the FeatherWing OLED onto the headers and solder in place.
If you have an extra feather to spare, setting one up on a breadboard with stacking headers is a great way to prototype with FeatherWings. Though not strictly necessary, this lets you try out different FeatherWings and assess any faulty solder connections without committing to permanently connecting the two.
Next, solder your FeatherWing OLED to your Feather main board-- but don't let it be crooked! It's easiest to solder the pin closest to the JST battery connector first, then level the board as that solder cools. Then the rest of the pins will be oriented nicely for soldering up a perfectly parallel board sandwich.