I live in NJ, zone 7b. I think the best time to start depends on a number of variables, beyond just your climate/zone... Such as, what type of peppers you're growing, meaning how many days until you get pods? Also, how much space/light/time do you have to devote to seedlings indoors? The earlier you start, the more space you'll need, as those jammies grow. Also, if you don't have sufficient light, you'll get dreadfully leggy lil byitch plants, and a peppa playa can't abide by those. And, yeah, indoor plants need some commitment in terms of time. Just as far as making sure they don't get rootbound, up-potting when necessary, keeping them watered but not wet, keeping them ventilated, keeping then close enough to the lights without getting burned...
Personally, i grow mostly chinense with a pretty late production habit, @120 days in most cases. Last year, i started my SuperHots the first week of January, my other Chinense in the beginning of February, and my annuums in like late March? I think? I have enough room, pretty good amount of lights. . . I have very little free time but i am obsessed so i make time...
This year, I'm trying to start most all my seeds in my birthday, January 29. My goal is to judiciously "top" plants for uniform height, to better manage the height of my lights. I found that, by plant-out, my Supers were too big, my annuums and baccatums were tall but leggy, but my Bonnets and Habs were juuuuuuust right, more or less. So, that's the goal this time.
Hth. I just said a whole lot of selfish nonsense, but the short answer is, you gotta figure out what works for your grow, your plants, your climate, your techniques. Etc. You already figured out that you started too late in 2019... How late did you start?