The 128x32 I2C OLED is very easy to get up and running because it has built in level shifting and regulator. First up, take a piece of 0.1" header 6 pins long.
Plug the header long end down into a breadboard
Place the OLED on top
Solder the short pins into the OLED PCB.
- GND goes to ground
- Vin goes to 5V
- SDA to I2C Data (on the Uno, this is A4 on the Mega it is 20 and on the Leonardo digital 2)
- SCL to I2C Clock(on the Uno, this is A5 on the Mega it is 21 and on the Leonardo digital 3)
RST to digital 4 (you can change this pin in the code, later)
This matches the example code we have written. Once you get this working, you can change the RST pin. You cannot change the I2C pins, those are 'fixed' in hardware
Finally you can run the File→Sketchbook→Libraries→Adafruit_SSD1306→SSD1306_128x32_i2c example