I like to use the WiFiEsp library for this:https://github.com/bportaluri/WiFiEspAfter installing the library you will find an example sketch at File > Examples > WiFiEsp > WebServerLed that demonstrates how you can control an LED over WiFi. Using that as a reference it should be quite easy for you to expand it to multiple LEDs, etc.
You should use a level shift on the Arduino Tx -> ESP Rx connection, at least a voltage divider.The ESP is a 3.3V device and could get damaged if supplied with 5V signals.
I used the 3.3V output from the Arduino board, as you can see in the picture I didn't use the 5V output.
It is not just the power you need to care about but also the other pins.As Whandall states above, the ESP8266 RX pin is 3.3v and the Arduinos TX pin (D11) is 5v. This needs bringing down to 3.3v. A simple voltage divider made from 2 resistors will do. I generally use a 1K and a 2K.The Arduino will see 3.3v as HIGH, so you can connect the ESP8288 TX directly to the Arduino RX.
The Arduino will see 3.3v as HIGH, so you can connect the ESP8288 TX directly to the Arduino RX.
I guess you mean TX to TX, RX to RX. The Arduino is marked opposite to what each pin means.