First off its a pepper plant. Bolivian rainbow to be exact. The sugar crystal-looking stuff are on the undersides of the leaves. Smells like a rainforest. Looks almost like soft bodied pests or their eggs and whatnot. But no signs of webs or aphids. The older leaves have the most crystals on them.

So I'm wondering if there's something I should do, or would it be natural and to be left alone.

Doesn't seem to have too much effect on the pepper.