This is an example passthrough sketch for testing...
#define BAUD 115200
SoftwareSerial softSerial (8, 9); // Rx, Tx as required.
void setup()
{
Serial.begin(BAUD);
softSerial.begin(BAUD);
Serial.print("Ready @ ");
Serial.print(BAUD);
Serial.println(" baud");
}
void loop()
{
while (Serial.available() > 0)
softSerial.write(Serial.read());
while (softSerial.available() > 0)
Serial.write(softSerial.read());
}
First thing you should do is send an AT+IPR=19200 command in the serial monitor, then change the sketch to same baud rate, and re-upload.
Then you can send commands directly to the modem.
Note that some commands, like sending a text, required the sending of characters that you can't type in the monitor, so you need a slightly different approach for these... when you get that far.