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You can configure nodeMcu as WiFi client and setup your Pi as access point... U can Use UDP protocol on nodeMCU to talk with Pi... At Pi end you can write simple python code to talk with nodeMcu using UDP....
https://wiki.python.org/moin/UdpCommunication refer this guide for UDP implementation On Pi...
https://learn.adafruit.com/setting-up-a-raspberry-pi-as-a-wifi-access-point/overview refer this guide for setup Access Point on Pi...
in nodeMcu arduino IDE go to example select wifi--> wifiUDPSendReceiveString Example and change #include <WiFi.h> to #include <ESP8266WiFi.h> and Loadit to your nodeMcu..
Hope it helps...
Thank for your guidance.
I am want to connect both devices using WLAN. I am facing difficulty when internet connection is not available.
I want just a simple wireless connection between NodeMCU and Raspberry Pi 3 independent of availability of internet.
ravi_butani is right you can configure either of the device as access point to have direct one-to-one connection. For this you don't have to be dependent on internet. I am not fully aware of UDP on Pi but you can create webpages on Pi by making it a server and log your sensor data to Raspberry Pi.
To configure Pi as a server using Apache, MySQL, PHP you can checkout the below video...
Is there any way I can observe received sensor data through Wifi on Raspberry Pi ? Just like Serial Terminal or Bluetooth Terminal.
You can use Php mysql to monitor your data. There are lots of examples found on internet
I want to establish a wireless connection between NodeMCU and Raspberry Pi 3.
I want it such that both the devices can be connected directly without any other wifi connection(Even if internet is not available they should be able to transmit and receive data).
And How can I observe the data received or transmitted on terminal ?