Beginner Gardening: Should I Remove the First Round of Fruit From My Pepper's, 1 by Coons48

Coons48 wrote:
Hello,
First season for my veggie garden and my question is...

I planted some cayenne peppers I bought from the store a month ago, growth has been slow but lately they are beginning to get some height. Ive noticed they will set their first round of fruit. Should I pick them? Will that allow the plant to focus on growing, or just allow it to do its thing naturally?

Also off topic question. I have room in my garden for a few more veggies, but I don't know what to plant. I live in a area with high winds, high heat, and high humility. Any ideas? I already have peppers and tomatoes planted.

Thanks!!