You MUST connect Arduino ground to device ground.
You MUST connect Arduino 3.3V to device Vcc
You MUST connect 3.3V to the Sleep input to prevent sleep-mode
You MUST connect ST (self test) to ground ( I think ) to prevent self-test mode
You MUST connect GSEL to either ground or 3.3V to select the range you want.
Always connect a suitable logic value to all unused inputs unless the datasheet says they have internal pull-ups or pull-downs - this is a rule of using CMOS logic - no floating control inputs.
If you connect 3.3V to Arduino's AREF pin you MUST call "analogReference (EXTERNAL);" in your setup before any calls to
analogRead().