I used these guides to get started:
http://www.instructables.com/id/ESP8266-Wifi-Temperature-Logger/?ALLSTEPS
http://randomnerdtutorials.com/getting-started-with-esp8266-wifi-transceiver-review/
http://mcuoneclipse.com/2014/12/14/tutorial-iot-datalogger-with-esp8266-wifi-module-and-frdm-kl25z/
http://mwhprojects.com/esp8266
http://thingspeak.com/channels/22770
I cover the hardware aspect of this project on my blog: https://mwhprojects.wordpress.com/category/projects-2/arduino/esp8266-module/