Let's connect the important stuff. I'm using an ESP8266-01 and I will program it using the Arduino IDE (google how to set up the IDE to work with the ESP module).
The ESP will be connected to the FTDI programmer (se picture)
Note that the ESP8266 only handles 3.3V so make sure to set the FTDI programmer to 3.3 or use a voltage regulator.
With the ESP connected let's add the RF transmitter. I'm using a cheap one like this (around 1-2$ for the kit with both receiver and transmitter).The transmitter data connection is connected to GPIO02 on the ESP8266.
It's easy to forget that GPIO00 needs to be connected to ground during startup when programming the ESP8266. When in "normal run mode" GPIO00 should be connected to VCC (or another sensor).
I had some issues with loosing wifi connection and have later learned that the ESP only can handle 2.4Ghz and not 5Ghz. (might be good to know).
Alright.. now are connected and should be able to start with some coding.