Peppers take a long time to germinate compared to most vegetable seeds, and as others have said above it is very beneficial to incubate them at a warmer temperature than most other seeds. I have potted up pepper seeds, waited several weeks for them to germinate and finally decided they weren't going to after 3 or 4 weeks, and dumped the potting mix back into my bag only to find pepper seedlings growing after another few weeks.