Sufficient Power Supply
The chip sometimes needs quite a lot of power (current), in example when connecting to a WLAN, or setting up a connection. It definitely needs a proper power supply (using the 3.3V supply of the Arduino is NOT enough). Additionally, give it a 100uF or greater electrolytic capacitor across the power pins, as close to the chip as possible (I soldered it ONTO the breakout board). The capacitor acts as a buffer when the demand of the chip surges; this helps the stable, reliable operation of the chip and the operation of the rest of your device.
If you get erratic or unexpected behavior, try these measures first. I wasted hours looking for presumed software bugs that were caused by insufficient supply voltage, loose/ corroded contacts, and wimpy power supplies that could not supply the current required.