user20413: ESP8266 -> FTDI -> USB Mac
I followed the wiring on this page: http://williamdurand.fr/2015/03/17/playing-with-a-esp8266-wifi-module/

I was communicating with it via Serial at 115200.  I issued a AT+UART_DEF=9600,8,1,0,0 and a few seconds later I looked over and it was smoking.

I bought 2 of these.  The previous one I had wired to an Arduino Nano running through a logic level converter.  That one only returns Exception (28) over and over again after issuing that same command.
On both units AT+GMR returned:
AT+GMR
AT version:0.40.0.0(Aug  8 2015 14:45:58)
SDK version:1.3.0

Are these units too hard to use? What did I do to burn it out?
[UPDATE]
Answer given was that I fed it 5v instead of 3.3v. Obvious. I didn't think I did but I checked the output of the FTDI and sure enough it was 5.1v.  So why does the output on it say 3V3 ?  I thought that meant that it was 3.3v...

Should have checked it first.

user368: You supplied 5V to a device that only takes up to 3.6V. Heat generated by the excessive power did the rest.

20413: <p>ESP8266 -> FTDI -> USB Mac</p>

<p>I followed the wiring on this page: <a href="http://williamdurand.fr/2015/03/17/playing-with-a-esp8266-wifi-module/" rel="nofollow noreferrer">http://williamdurand.fr/2015/03/17/playing-with-a-esp8266-wifi-module/</a></p>

<p><a href="https://i.stack.imgur.com/XAhbE.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/XAhbE.png" alt="ESP8266 to FTDI Wiring"></a></p>

<p>I was communicating with it via Serial at 115200.  I issued a <code>AT+UART_DEF=9600,8,1,0,0</code> and a few seconds later I looked over and it was smoking.</p>

<p><a href="https://i.stack.imgur.com/GIe82.jpg" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/GIe82.jpg" alt="Burnt ESP8266"></a></p>

<p>I bought 2 of these.  The previous one I had wired to an Arduino Nano running through a logic level converter.  That one only returns <code>Exception (28)</code> over and over again after issuing that same command.</p>

<p>On both units <code>AT+GMR</code> returned:</p>

<pre><code>AT+GMR
AT version:0.40.0.0(Aug  8 2015 14:45:58)
SDK version:1.3.0
</code></pre>

<p>Are these units too hard to use? What did I do to burn it out?</p>

<p>[UPDATE]</p>

<p>Answer given was that I fed it 5v instead of 3.3v. Obvious. I didn't think I did but I checked the output of the FTDI and sure enough it was 5.1v.  So why does the output on it say 3V3 ?  I thought that meant that it was 3.3v...</p>

<p><a href="https://i.stack.imgur.com/otZDR.jpg" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/otZDR.jpg" alt="3V3 Doesn&#39;t mean 3.3v?"></a></p>

<p>Should have checked it first.</p>
 368: <p>You supplied 5V to a device that only takes up to 3.6V. Heat generated by the excessive power did the rest.</p>
