The solvent in WD-40 (Stoddard's solvent if I remember correctly) will dissolve and clean out a lot of oils in the barrel that were left from manufacturing or previous cleanings. My experience is that the terpene-based cleaner "Goo-Gone" does a better job; that's probably why a lot of people here recommend it. I recently cleaned the barrel of a brand-new QB-57 with a light lubricant like WD-40 (RemOil, I think) and then followed it up with Goo-Gone. The first Goo-Gone patch was FAR dirtier than the first oiled patch, and the oiled patches had actually started to come out clean prior to that! Goo-Gone is about $4-5 at Wal-Mart, but go ahead and use the WD-40 if money is tight and you already have it.
Pellets have a light lube on them for a couple of reasons, not the least of which is to keep the lead from oxidizing due to contact with the air. Clean pellets will rapidly develop a whitish powdery coating on them (lead oxide) and should be discarded. Using these pellets will distribute the powdery oxide on anything they touch, including your fingers, the breech and barrel. As a result, I don't recommend cleaning the oil from pellets. If you choose to, I recommend only cleaning enough for a shooting session. You can always re-lube pellets that have been cleaned. Do a google search and you'll find quite a bit on that. I think Straight Shooters (??) sells a lube for this purpose.
Talk to Howie about airgun shops in South Florida (maybe he is close to you??). He knows his stuff.
Regards,
Mike