It should still work.
Pictures of how you wired it up?
Did the esp work as a access point?
What baud rate did you set the esp8266 serial port to? It has to match the baud rate set in marlin.
What serial port did you set in Marlin, Its should be 0
Plugging a wifi module into AUX1 connects the esp8266 to the mega serial 0, so you shouldnt have the usb cable plugged in at the same time. They will interfere with each other. It one or the other (or move the esp8266 to a different serial port on the mega)