i wanted to make a remote controlled wall socket over wifi (and maybe internet in the future) with an Arduino, i'm relatively new to Arduino, i know only the basics of programming. My idea was to use a Arduino Pro Mini, a relay, a Esp8266 wifi module to connect to my home wifi and maybe a module to monitor consumption like the ACS712 current sensor but i don't know how to make all of this work, maybe i can get the Arduino working but i don't know how to control it on the client side like an app or web interface on my phone/computer.
The hardware you have chosen is perfect for the job at hand. But what @Hapi also mentioned was that you could probably do away by not using the Arduino ! The ESP8266 is in itself programmable. There are many Firmwares available to help you do so. (You can even program your own)
This can help you getting started : http://randomnerdtutorials.com/esp8266-web-server/
This is something like what you need at the end : https://hackaday.io/project/4562-esp8266-wifi-smart-garage-door
One thing to note : ESP8266 works with 3V, while your Relay would require 5V. Happy hacking my friend.
All the Hardware mentioned are correct,
Arduino Pro Mini (Micro-controller) - To control the Relay
5V Trigger Relay(240V) which would be trigger using a digital Pin on the Arduino. http://www.instructables.com/id/Controlling-AC-light-using-Arduino-with-relay-modu/
Once you accomplish the steps above you must hook up your wifi module. Then write a software in your preferred/environment for example, Visual Studio C#, and Use the a UDP or Telnet or HTTP Web-Server ( http://blog.nyl.io/esp8266-led-arduino/ ) connection to sends command to the Arduino though the Wifi Shield, which will trigger the Relay and therefore turn on the Switch.
Also you must find an adapter that sits into the socket and convert 240V AC to 5V DC power to match the consumption of your Arduino.