That has been my deal breaker. If a plant has been outside, it
nearly always will have pests on it, whether you see them or not - especially aphids and/or spider mites. Outside, those are naturally controlled by predators. But once brought inside - away from those predators - even a few can quickly multiply. Those can not only kill the plant, they can spread to other plants you might have indoors. My own experiences indicated that those infestations are nearly impossible to fully eliminate... in every case, I ended up throwing those plants outside into the snow.
C. annuum peppers are not good candidates for over-wintering, except for very short-season areas. Even then, they are better started indoors very early - before being set out. I was able to over-winter them when I lived in California, but their performance was inferior to first-year plants.
Other pepper species (
C. frutescens, C. baccatum, and C. pubescens) are better choices for over-wintering. In my observation, they are better adapted to low light conditions, and slower to reach maturity.
C. pubescens peppers require such a long season that in short-season areas, growing them indoors may be the only way to get ripe peppers. You would nearly always need to like hot peppers as a prerequisite before going to the trouble of moving these peppers indoors, since nearly all peppers of these 3 species are quite pungent.