Why would you be cautious? Not saying there's no downsides, but if anything I consider it to be an "upside" that the device is simpler. Now I don't need to worry about linux, or making sure it's a read only filesystem with an image all setup, etc.

I look at it this way: If you want a remote device that measures or controls just one or two things, but does very little if any calculations - use a esp8366/32 (or anything with low power requirements). If you need to process data (video stream), or do other calculations, potentially while controlling many different sensors/things - you'll likely want a raspberrpi/similar

Unless you love soldering wires to tiny little smt pads I'd recommend looking for one of the "development boards" based on the 8266 (or as others have pointed out in this thread the bigger, faster, stronger, esp32). Not only will you get some through-hole connections to some subset of the pins, but you'll also get an onboard power supply and probably a usb port for programming so you can get right to cooking.

Thanks! Will do some research and then try to order the right one.