Setup is fairly simple with downloads for Linux, OS X, and Windows. This isn’t an ESP8266 shield, either: you can write code for the ESP module, connect the serial pins, and hit the program button.

⚠️ Note: Connect ESP8266 RX through a voltage divider to avoid overvoltage (Arduino TX is 5V, ESP RX expects 3.3V).

Looking for practical Arduino projects? This guide shows how to control a relay from your smartphone using an Arduino Uno — ...

A lot of people have used ESP8266 to add inexpensive WiFi connectivity to their projects, but [Oscar] decided to take it one step further and program an Arduino over WiFi with the ESP8266. [Oscar] … ...

Here’s a tutorial if you get stuck. You’ll also need an Arduino-compatible microcontroller and an appropriate way to connect it to your computer (an A-to-B USB cable, micro USB, or FTDI breakout).