Peppers cross easily with each other, so when you get a pepper you didn’t expect, it’s usually the result of an unintentional cross. A lot of people enjoy the happenstance and mystery of growing crosses. If you like the result, you can even work on stabilizing it. Enjoy the journey!
It does mean we can’t tell you much (like ripe color) without knowing its parents, though. More experienced members might deduce its likely species.