Cooking with fresh chile peppers is an easy way to add heat - but not necessarily too much heat - to your food. I'm a long, LONG way from an expert on this, but maybe what I do know can help you get started.
I was scared off of using chiles for a long time, because chiles to me meant jalapenos, and I don't like jalapenos. I eventually learned that different chiles carry different flavors as well as different heat levels, and that I just don't happen to care for jalapenos.
One other note: I am not a fan of really spicy foods. I do not use hot sauces with names like "Instant Death". I use chiles in moderation. In short: respect the chile, but do not fear the chile.
Here are some tips from what I've learned:
* I AM NOT KIDDING: when using anything stronger than a bell pepper, WEAR GLOVES. If you don't, you will eventually get a little of the oil that makes a chile hot into your eye, and you will be VERY UNHAPPY. I have done this twice, because I am a moron.
* Generally speaking, the smaller the chile is, the hotter it is. The varieties usually available here, from mildest to hottest (and from largest to smallest) are poblanos, Anaheims (also, I think, called New Mexico), jalapenos, serranos, and habaneros. Habaneros dang well mean business. (You may find "Scotch bonnets" in your stores: I've seen different stories on whether or not these are the same as habaneros.) The stores here also often carry the skinny little dried peppers you may have seen in Chinese food: these also mean business.
* Speaking of dried peppers, although I'm mostly talking here about fresh varieties, it's useful to know that the dried form of a chile often has a different name. Thus, a chipotle is a dried, smoked jalapeno.
* Most of the heat in a chile is in the seeds and the light-colored membranes inside the pepper. Removing some or all of these gives you a lot of control over the heat of a final product.
* I've seen soups prepared on TV that included making a slit in a really hot variety, such as a habanero, and cooking it with the other ingredients, then removing it before serving. I've done this once, and it was good.
A couple of suggestions:
* Find a recipe on the Internet (or in a cookbook, if one of yours has it) for "New Mexican Green Chili". Cook and eat. You're welcome. You owe me one.
* If you ever do a small roast in a slow cooker as I do, chop up some poblano, Anaheim, or jalapeno into the cooking liquid. It will add a lovely (but controlled) spiciness to the meat, and you'll be able to do something interesting with the cooking liquid afterward.
* Try substituting some seeded, demembraned, and finely diced Anaheim into a tuna or chicken salad. A few experiments with this will start to teach you about the spice tolerance of you and the folks you cook for.