try running this code. Put in your token, wifi network, and password. Verify you ESP baud rate is 9600 or enter the correct speed.
//#define CAYENNE_DEBUG // Uncomment to show debug messages
//#define CAYENNE_PRINT Serial // Comment this out to disable prints and save space
#include <CayenneESP8266Shield.h>
char token[] = "token";
char ssid[] = "wifi";
char password[] = "passwrd";
#define EspSerial Serial
ESP8266 wifi(EspSerial);
void setup()
{
EspSerial.begin(9600);
delay(10);
Cayenne.begin(token, wifi, ssid, password);
}
void loop()
{
Cayenne.run();
}