For my personal records, and the worldwide community, here is how I initialised my two identical ESP8266 modules bought in September 2014. As usual with these almost undocumented electronics, YMMV: your module may vary.
All commands are terminated with CR and LF and not echoed locally (this is a setting of your terminal).
module comes in AP mode: it acts as an access point. I wanted to use it
as a normal device on my home network, so I changed it to "sta":
This setting requires a cold restart of ESP8266. I am not sure a soft reset AT+RST is enough.
Now it is possible to join the local WiFi network:
To check if it has joined the network issue:
It will return the string +CWJAP:"yourWiFinetworkid"
Assuming your hotspot has a DHCP server, the assigned IP address is shown with:
That's it, the device is connected. It will reconnect at each power cycle. As is it will not do anything useful, just reply to IP ping.
(in other words: I am not able to offer support of any kind)