Just goes to show, open yer eyes and you'll see.
Ok so I need to update my dht library, I assumed it was up to date as I keep checking and updating them periodically, they must have changed the name of the lib for the version your suggesting.
Yep the esp8266 is a wifi module, however the arduino ide has a downloadable compatible compiler for it, so instead of using it the boring way with At commands over serial, you can actually program it directly in C, and for a lot of apps you dont need a second proc, and there are versions such as the esp8266 07 that have plenty of io, and the chip is way more powerfull than an atmega.
The esp8266 also has spiffs, theres a load of unused memory onboard, and spiffs allows you to use it as though it was a Sd card, nifty if you want to host a html webpage.