First you need to set up a seed starting station with lights and heat mats. I like to use a rack for starting seeds as it allows you to grow more in a small foot print. I have an article on my blog that outlines the equipment I use.
Before starting your pepper seed, you need to decide on what varieties of peppers to grow. But starting seed for all varieties is the same. Hot peppers may be started a little earlier than bell peppers, but that is the only difference.
Peppers are a heat loving crop, and cannot be planted outside until night time temps are consistently above 50 degrees. Do not plant on or near your last frost date, check the extended forecast and be sure night time temps will be safe.