Quectel m66 bluetooth usage

It sounds like you've connected TX and RX together.

in [https://www.sparkfun.com/datasheets/RF/BlueRadios_ATMP_Commands_Rev_3.5.2.1.4.0.pdf][1]

You might be refer the following sentences. First your arduino boards' UART TX/RX/GND pin to BlueRadio's RX/TX/GND connect. and you programming the arduino board uart to 9600 baud, 8bit,N (no parity)

It's HW setup. also, You can first setup your BlueRadio module with PC UART.

Blockquote

Embedded testing: For the DB9 (RS-232) connector, connect the TX(2), RX(3) and GND(5) to the embedded computer or micro controller. If you are not using hardware flow control, connect RTS(7) to CTS(8) on the DB-9 connector. When connecting the TX and RX from the DB9 connector, you cannot connect/short the CTS and RTS at terminal J4 these are two different circuits.

Blockquote

And in your arduino or in your PC Serial program,

    UART.send("ATFRST\r\n");
    // and wait "OK" or "ERR"
    UART.recv(buf);
    if (strstr(buf, "OK") )
    { 
         // ok factory reset
    }

do like this way , you refer the following document's AT command lists.