If your plant isn't very big yet, picking the first pod (or the bloom beforehand) or even more than one, will let it concentrate its energy on stem and leaf growth so ultimately you have a larger plant with more forks in it and more peppers by the end of the season. A single pepper doesn't take much energy BUT plant growth has synergy, every increase in plant growth increases the amount of sun and nutrients it can take in to grow even faster. It's a personal decision when a plant is big enough that you'll let it get some fruit started, personally if it looks healthy, growing at the right rate for what it is, I wait for plants to be about 10" tall if the tall type, or 6-7" tall if a bushier low height type plant.
On the other hand if the pepper (fruit) is already 1/2 it's full size it seems a waste not to let it go ahead and finish what it started, and leave the peper on the plant till it's ripe. It doesn't necessarily have to be the first pod you pick off, rather that the more you limit how many peppers a small plant grows, the sooner it becomes a larger plant. This should work well for you since you have a long growing season being in FL, your plant can get big and still have time to get a large # growing and ripe before the end of the season. Up here in zone 6a, if I had only another 50 days till the first frost I'd probably have at least 50% more seasonal yield.
