ESP8266, buy a couple of them, learn how to make the light blink, connect using builtin Wifi, send data, etc. $3 from China to $10 in USA. Get the NodeMCU form factor, add usb cable. Check the YouTube videos on this device, many projects and cool hacks.
Or the ESP32, which is more money but has more RAM and a little more power, as well as adding Bluetooth. SparkFun has their ESP32 Thing for $20.
The ESP32 is specially cool, given that is powerful enough to run any kind of development environment from the 16 bit days (MS-DOS, Amiga, Atari ST, ...).
Or the ESP32, which is more money but has more RAM and a little more power, as well as adding Bluetooth. SparkFun has their ESP32 Thing for $20.