Definitely are peppers, and the leaf damage looks like it might be a small slug or snail. Look carefully with a magnifying glass, right after you've watered the plants, or at night with a flashlight. Be sure to check the back sides of the leaves for the critter.
To answer your question about "unpredictable" results from seeds, yes, you might get a pepper plant or plants that bear similar peppers to the one you bought, but if that one was a cross of two other types, you could get variable plants that are like the parents, or another cross. It's kind of fun to see what you get.
