I have a MCP1826S and according to the datasheet, I should use an output capacitor of 1-10uF and with an ESR of lower than 1Ω. I have some 4.7uF electrolytic capacitors, but I think they have an ESR of +-5Ω. Is it a bad idea to use these caps? I just want to regulate a USB 5V source to 3.3V and I don't plan to use a lot of current, I only want to have a 3.3V supply for some arduino projects. Here is a link to the datasheet.
Yes, it's a bad idea. This part is internally compensated and the compensation is expecting the ESR zero to be in a certain range. If your output cap ESR is too high your converter may oscillate or react badly to transient load currents.
You can parallel several capacitors to get lower ESR, but in this case 5X4.7uF exceeds the 22uF maximum recommended output capacitance.
So just go get the correct ceramic, poly or low ESR electrolytic.