Problem with sending and/or recieving data from Mega2560 to esp8266

Have you changed your esp sketch as follows:

#include <SoftwareSerial.h>

SoftwareSerial espSerial(5, 4);//SRX = 5, STX = 4;

void setup() 
{
    //pinMode(5, INPUT);
    //pinMode(4, OUTPUT);
    espSerial.begin(9600);
    Serial.begin(9600);
}

void loop() 
{
     if(espSerial.available())
     {
          Serial.print(espSerial.read());
     }
     delay(10);
}