Find a good and warm sunny windowsill. Seedlings prefer at least 6 hours of sunlight, the more the better. Hot pepper seeds need to be coaxed through the germination and transplant stages. Remember they all originated from a tropical environment. But keep in mind you'll be rewarded with a healthy, robust, prolific plant for your patience.
Some varieties can be finicky to germinate.
I recommend soaking seeds overnight in warm water to give them a head start. Keep seeds moist, but not soaked, through germination phase. They germinate best above 65 degrees. Ideal is 75 to 85 degrees. Because most homes are not this warm, another tip is to place them on top of your refrigerator until seedlings emerge.