I’m not going to explain in detail what is ESP8266 because if you have found this post I’m sure you already know it. But just in case, it is an awesome cheap board (less than 4$) with built-in wifi communication (802.11 b/g/n), and SPI, UART. You can also use its processor to run your code.
Download Coolterm http://freeware.the-meiers.org/ (putty like app but much cooler)
Check that your ESP8266 has some firmware through coolterm
Enter with coolterm at 115200 (most probable default speed)
Once in, type AT+GMR, my firmware was based on 00160901
For more detail: How to use ESP8266 ESP-01 as a SENSOR web client