The ESP8266 is actually a system on a board, too.
Essentially, it's a tiny microcontroller, with Wifi and a few GPIO connections, in a very small form factor, for a very small price.
You don't need to solder it to anything (it already comes soldered on its own board).
You don't an external microcontroller to use it. It is standalone.
It is compatible with the 'Arduino'. The Arduino is a family of microcontrollers built from the ground up to be easy to use. Easy to use software, easy to program (Variant of C) - and more importantly, heaps of support and tutorials online.
Honestly, the most difficult thing about using the ESP is powering and programming it.
It takes 3.3V - and only 3.3V, so finding an appropriate power supply can be trickly.
It programs over serial, so you need to use a USB > serial module - $1.30 [1]
The modules themselves are super cheap: - $1.50 [0]
There's a very strong community behind the module: http://www.esp8266.com/
Essentially: Don't be scared: there's an initial learning curve that is very gentle, and you'll suddenly find unlimited uses for these tiny little modules.
I've got modules that show build statuses, affiliate account activity.. etc.
They also work, as mentioned, exceptionally well in a flock reporting to a main system - which may be a CHIP system, Raspberry PI, OpenWRT router, etc.
[0] http://www.aliexpress.com/item/Free-Shipping-2pcs-lot-ESP826...
[1] http://www.aliexpress.com/wholesale?catId=0&initiative_id=SB...