Once you've gotten the GPS module tested with direct wiring, we can go forward and set it up for Soft Serial connection. The soft serial connection works by setting up a secondary UART on two pins (digital 7 and 8) so that the main UART is free for debugging & uploading sketches

Next up, download the Adafruit GPS library. This library does a lot of the 'heavy lifting' required for receiving data from GPS modules, such as reading the steaming data in a background interrupt and auto-magically parsing it. This library can be downloaded from the Arduino library manager.

Open up the Arduino library manager:

Search for the Adafruit GPS library and install it

We also have a great tutorial on Arduino library installation at:
http://learn.adafruit.com/adafruit-all-about-arduino-libraries-install-use

Open up the File→Examples→Adafruit_GPS→GPS_SoftwareSerial_EchoTest sketch and upload it to the Arduino. Then open up the serial monitor. This sketch simply reads data from the software serial port (pins 7&8) and outputs that to the hardware serial port connected to USB.

You can configure the output you see by commenting/uncommenting lines in the setup() procedure. For example, we can ask the GPS to send different sentences, and change how often it sends data. 10 Hz (10 times a second) is the max speed, and is a lot of data. You may not be able to output "all data" at that speed because the 9600 baud rate is not fast enough.

In general, we find that most projects only need the RMC and GGA NMEA's so you don't need ALLDATA unless you have some need to know satellite locations.