I just started about 18 different types of seeds today. I think you're fine

It really depends on your average last frost date. It ain't magic we do. Some plants need 6-8 weeks to plant out stage (tomatoes, peppers, eggplant) and some only need 3-4 (cabbage,squash, cucumber). Then you decide on the cultivar of seed you want and check the package of germination time. So you find your frost date, count back the number of weeks to grow out and then count back the germination time. That's when you plant.

Zones have nothing to do with frost dates. Zones are about minimum cold temps. Learn your average first and last frost dates and then work everything around them. Always harden your seedlings and be prepared to protect them in case of frosts.

Can you plant pepper seeds directly into the soil? If not why not?

Thanks