Wawa:
Why the Mega for one I2C device.An ESP8266 is more powerful and has more memory on it's own.
Get one with USB chip, like the WeMos D1 mini, or NodeMCU etc., and you can program directly via the USB connector.
Leo..
ESP8266 and ESP32 seems to have a lot of problems with MPU9250 and MPU6050. Have you good examples that actually works? I don't have any.
Cheers,
Kari