Wifi with ESP8266 and Arduino sketches
(By googling) I figured out the problem and a work-around. But not an executable solution. The problem seems to be that the RF module is not properly initialised when the device is powered on or awakes from reset.

Sadly there seems to be no manual mode to switch on the RF module.

However, I found a workaround. First I made the connection to enable deep sleep, for that, we need to tie the RST pin to D0/GPIO 16 on the ESP8266. 

Then I added the following code to setup 

extern "C" {
  #include "user_interface.h"
}

void setup(){
  if (resetInfo-&gt;reason != REASON_DEEP_SLEEP_AWAKE) {

      ESP.deepSleep(10, WAKE_RF_DEFAULT)
  }


Basically whenever the system comes into setup from something else than deep sleep, the system goes to deep sleep and when powering back on the RF module is enabled.