The first leaves a pepper plant has are called the cotyledons. They supply the nutrients the plant needs in the first stages of development. Any leaves that develop after those are referred to as true leaves.
When chilies sprout they are born with small leaves called cotylodens (could be 1 leaf if stuck in the seed cap, normally 2, but could be 3 or 4). These aren't true leaves, they are there to get the plant established and get energy to grow roots and more leaves, and they will alway eventually just yellow and drop off.
Any subsequent leaves it grows over and beyond that are 'true leaves', leaves it's not 'born' with, but leaves it's grows itself.
Edit: Also when the true leaves sprout, that's when you go "Uh Oh, that was supposed to be a chinense, looks like I got a cross"
Gotcha so my seedlings right now have just the two leaves, when anymore grow then they will have true leaves, I can see tiny shoots starting so they should, be coming soon!!