I can highly recommend the "Wemos D1 Mini" for starting with ESP8266 as it's tiny, cheap but can be plugged in to a PC to be programmed over USB and has pin hea

I can highly recommend the "Wemos D1 Mini" for starting with ESP8266 as it's tiny, cheap but can be plugged in to a PC to be programmed over USB and has pin headers and readily available shields for getting started quickly. I have one in each room of the house reporting back temperature\humidity to the pi that controls the central heating :-)