DHT22 need pull down/up ESP8266
I answer my own question in case someone has the same issue.
The ADAFRUIT_DHT lib DOESN'T WORK WITH ESP8266. It keep saying Failed to read from DHT sensor! until you unplug/plug the VCC on the DHT.

But the DHTesp (link) works very well at first try !

Thx @Juraj and @Jot for their support.