OLED problems

I went over to heltech.cn, and it was pretty unfriendly in terms of the setup instructions. It looks like the chip defaults to SPI instead of I2C. You might contact them, and get the Arduino code that they say can supply. It might give wiring directions.

I suspect if you can't find a library and hookup guide, it may be better to cut your losses, and go with a different one, buying it from a vendor that has hookup instructions on their site, and pointers to a working library. Adafruit sells one for instance.

I happen to like the digole OLED/LCD monitors. They don't use the programming that a lot of OLED/LCD monitors support, but they have their own library. Their monitors tend to support SPI, I2C, or serial connnections at both 3.3 and 5v power systems without having to do level conversions. I generally use it via a 9600 baud serial connection. One advantage of having the controller on the LCD, is for textual output, you don't have the bitmap for the display in memory, which means you can use it on small memory systems like ATtiny85. Digole Serial Display.