This is one of the most common questions novice growers ask; rarely are the answers detailed enough, and often they are misleading. The most common problem is when seed merchants give a very broad ballpark estimate of 2-6 weeks or something similar, covering their backs for any eventuality thereby mismanaging peoples expectations.
The reality is that most chilli seeds should germinate within 14 days, some of them much sooner. The quickest I have ever found are senor serrano, a modern commercial variety of serrano, in good conditions they will be emerging within 4 days. A lot of commercial jalapeno varieties aren’t far behind this, and I’d say the average is around 10 days across the board if conditions are perfect.
The exceptions are often the super hot things, especially bhut jolokia and nagas, they are very erratic and often take longer, but again there are instances where they will pop up within 10 days or so, though this is less likely as they are more particular about moisture and temperature and it is more difficult to get things spot on. The more recent super hots, like Trinidad scorpions and Carolina reapers are less fussy.
The other exceptions, according to my non scientific experimentation is anything brown, by which I mean chocolate habanero, mulato, pasilla etc. There are many times where I deliberately set these to germinate next door to each other, or even in the same pot, and they have under-performed when compared to their standard relatives, e.g. mulato v ancho, or chocolate habanero v orange habanero. This is strange as ancho and habanero aren’t even the same species, but maybe the genetic variation that causes brown-ness also weakens germination, not for me to say without some proper tests.
Notwithstanding a dubious seed supply, or seed which has been poorly stored, if your seeds aren’t as quick as I have suggested above, then there is likely to be a problem with the way you are germinating them. Don’t despair, things will still happen, but be aware that your conditions probably aren’t perfect, so next time try something a bit different. You might have to buy a book to get all the details on what to do and what not to do :), at least now you know what you are aiming for.