see this post.
http://www.instructables.com/id/ESP8266 ... /?ALLSTEPS
Connect the ESP Vcc to the 3.3v of the Arduino. The ESP is pretty picky about the power requirements.
Connect the ESP to ground.
The Reset or EN pin goes to ground. This allows for serial communication.
TX goes to TX and RX goes to RX on both the ESP and Arduino, as you are not talking to the ESP but talking through the ESP.
The CH_PD pin on the ESP goes to power. (They say you have to have this pin to power, but I have had it work without. Not sure if it was a fluke so keep it to power).
From the Arduino IDE you can select Tools -> Serial Monitor and set the serial baud rate. You should be able to send AT commands from here.
Hope this helps.