What is this color change on my young bhut pods?

Hello!
 
I am a first time gardener. Just getting into growing peppers. I have multiple plants that are thriving, and have just sown my first set of seeds. So I am brand new and full of questions.
However, what brings me here today is my Bhut Jolokia plant. It has been doing quite well, full of flowers, and has just begun to set fruit. I have currently 7 pods and am very excited.
The first pod to set, is a deep green full of wrinkles and warts as I have heard it should be. However, the newer pods have grown a very pale green and I noticed today that they are starting to change color at the stems. Normally color change I would assume is a good thing, but because these pods are so much younger and not developed the same as the older one, I am wondering if there is cause for concern.
I apologize if this is a dumb question and I appreciate any guidance from more experienced gardeners.
 
 
 
http://imgur.com/ReR1Io3     My First Pod
 
http://imgur.com/LfvNfqo
http://imgur.com/JfWWuIn             Pods In Question
 
Thank you both very much for the welcome and the responses!
 
It's reassuring to hear that this is a normal occurrence.  Truth be told, I was starting to worry.  My excitement for the fruit set was starting to waiver when I saw the coloring initially. 
 
Whew!! Now I feel better. THANK YOU!
 
Meinchoh thank you!
 
As far as which variety they are, I am unsure. I bought the plant as a young adolescent, just after it's first transplant, and I was only informed that they were Bhuts. It took a good while before the blooms opened and the first fruit set.  I was just happy that they actually ARE Bhuts! And after the color changes, I did a good amount of searching for an answer via google. The only pictures that I saw that even resembled these paler pods at this stage were Caramel Bhuts, but it didn't make sense to me how I would get 2 sets of pods with different characteristics on the SAME plant.  But as I've said, this can easily be attributed to lack of experience in seeing different stages of pod development.   
 
Not to derail, but I know first round of pods can look different but do they taste different? Does everybody eat the first round? Discard?
What about seeds from the first pods?

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