Sketch: WIFI Works

#include 
SoftwareSerial ESPserial(2, 3); // RX | TX
void setup() 
{
  Serial.begin(9600);
  ESPserial.begin(115200);
  ESPserial.println("AT+IPR=9600");
  delay(1000);
  ESPserial.end();
  ESPserial.begin(9600);
  Serial.println("Ready");
  ESPserial.println("AT+GMR");
}
void loop() 
{
    if (ESPserial.available()) { Serial.write(ESPserial.read()); }
    if (Serial.available()) { ESPserial.write(Serial.read()); }
}

5$ Arduino WiFi Module!? ESP8266 mini Tutorial/Review

[esp8266 forum]

[ESP8266 ARDUINO TUTORIAL – WIFI MODULE COMPLETE REVIEW]

[LGDEHOME 4Pcs ESP8266 Serial Esp-01 WIFI Wireless Transceiver Send Receive LWIP AP+STA]

[spec]

[Arduino to ESP8266 By Serial Communication] changed to the factory 115200 baud.

[Arduino outputs garbage values on serial monitor with ESP8266]
[ESP8266 shows garbage in serial monitor]

[ESP8266 SDK]

[8266 Flash Download Tools]

Ready
AT+GMR
AT version:1.2.0.0(Jul  1 2016 20:04:45)
SDK version:1.5.4.1(39cb9a32)
Ai-Thinker Technology Co. Ltd.
Dec  2 2016 14:21:16
OK