A small sensor is a manageable first ESP project. Pick a question with an answer you can check: how warm is the desk area, or is a particular door open? Keep the first version focused on that one reading.
ESPHome provides a way to configure supported devices and connect them to Home Assistant. The board and sensor still need to be compatible, so identify the exact model of each before following a wiring example.
Work from a known starting point
Use the official getting-started instructions for the installation method you have. Keep the device on the bench while setting it up, where the USB connection and reset button are easy to reach. A working, minimal configuration gives you somewhere to return if a later change fails.
Make the reading useful
A number needs context. Give the sensor a name that includes its location, then decide how often you actually need to see it. Place a temperature sensor away from obvious heat sources and compare its readings with a separate thermometer before relying on it.
Save the configuration and label the device before moving it into place. Future you will appreciate knowing which board is which.
Continue with the official ESPHome getting-started guide. This article is a planning introduction; the exact wiring and configuration depend on the hardware you choose.