It’s complicated because of your poor hardware choices. The Uno has no internet connectivity, and you’re trying to use a far more powerful processor (the ESP8266) as a WiFi modem for your Uno via serial communications. To make matters worse, your Uno has only one hardware serial port (which you need to use for debugging), so you need to simulate a second serial port using SoftwareSerial - but the Uno doesn’t have the processing power to do this at baud rates higher than 9600.
To get this to work, the ESP8266 needs to be running the correct AT firmware, it needs to be configured to accept and send data at a baud rate that the Uno is using (9600) and it needs to be wired-up to the Uno correctly.
Even when you’ve done all of this, you don’t have the same level of functionality that you have with a board that has native IoT connectivity, because you can’t access the ESP8266’s WiFi connectivity tools directly, so you can’t access functions like querying the RSSI, SSID, BSSID, IPAddress, MAC etc of the ESP8266 and you can’t use functionality like Blynk Edgent, Blynk.Air Blynk.config() and Blynk.connect().
None of these issues exist if you choose an IoT enabled board such as the NodeMCU, Wemos D1 Mini, ESP32 etc.
If you feel the need to persist with the hardware you have, then you should read this guide…
Pete.