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By Creamers
#13898 @BySuxsem, think point 6 you mentioned is my problem. I powered the esp with 3.3 volt, but I connected the rx and tx from the nano (4+ Volt) to the esp )-: Probably unstable?!

1) have a GOOD power supply (400ma at least)
(2) put a big capacitor (470uf) near the ESP8266
3) avoid long cables: connect the ESP8266 directly to arduino without breadboard (or use a good breadboard)
4) don't forget to pull up gpio0 gpio2 rst and ch_pd through a 10k resistors or more
(5) the ESP8266 emits a lot of RF interferences that may create problems to arduino: try to shield the ESP8266 with some conductive plate connected to ground (be sure to not touch any contact of the ESP8266 with the conductive plate)
6) if you are using a 5v arduino you have to level shift the tx line (I'm using a zener diode + resistor)
7) be sure to update the ESP8266 to the last firmware.

My few cents:
-When using a 3.3v Pro mini you will notice that it doesnt give enough power through this device. Feed the ESP external power and not 5v. I will run on 5v but the communication is very very unstable.
-When using the pro mini 3.3v, remember to adjust the board type in arduino ide, otherwise it's not communication like the way it should. (rubbish and debug not working)
-try the hardware serial, seems to be working better. When getting rubbish, disconnect the tf232 cables so there is no interference.
-I see a blue flash or two when it boots first .....if not there is a problem. Probably ch_pd not pulled up correct

I learned my lesson. Tried alot of days, but actually it's all here on the forum. Just pay attention to the minor details that are very important for this ESP8266.

Hope it helps others