Everything went fine until I set up the sdk. Unzipping went perectly but it made a sub directory in /opt/Espressif/ESP8266_SDK/ named
Unzip command I used (was not on the wiki) in the /opt/Espressif/ESP8266_SDK directory:
unzip /home/chris/Downloads/esp_iot_sdk_v0.9.2_14_10_24.zip
move the directory a level below and delete the created subdir
mv esp_iot_sdk_v0.9.2/* .
rmdir esp_iot_sdk_v0.9.2
Had simular issues with the include files in /opt/Espressif/ESP8266_SDK/include:
cd /opt/Espressif/ESP8266_SDK/include
mv include/* .
rmdir include
Had also trouble with the esptool commando. It didnt work on lubuntu (need to investigate or compile it myself)
After this I could compile the at example as described here: https://github.com/esp8266/esp8266-wiki/wiki/Building (with the esptool commands failing)