The plant looks too small to let it host peppers. I would pull the flowers and any peppers to allow for vegetative growth. As to your question its fine the sun turns them the black/purple color it does not affect the pepper unless it very intense heat and develops soft spots.

habjolokia is right on all counts. Perfectly normal and wont affect the pepper as far as taste. Most people call it "sunburn". You could have an identical pepper right next to it on the same plant and it won't be affected at all. Also, it does look like a pretty small plant to be trying to put out peppers right now. It likely won't kill the plant, but the plant is putting all its energy into growing the pepper pod right now and by the time it is mature, you will have wasted a lot of growing time and your ultimate yields will suffer. I don't usually worry much about snipping early pods but that plant looks little bigger than a early season seedling.