Absolutley not!!! You can grow peppers with a bare minimum equipment-wise. I would highly recommend investing in a germination tray (preferably heated but not absolutely necessary). There are several key elements necessary in good pepper propagation; 1) Heat, 2) Moisture and 3) Light. Keep your seeds warm and moist until they pop. Then pour the light on. If you have a grow light great! If not, a good sunny windowsill will work as well as a desklamp...
Keep it simple, don't overthink it and most important . . . . . . . ENJOY!!!!!