I think I got the next best thing, a video of the little bug using my macro lens, found the bug on the underside of the leaf.

https://youtu.be/rTXtojo_Cl0

this is the black stuff I was talking about below.

If you need a better video I can try again, but its really hard with the wind and my shaky hands, haha.

Can anyone identify my pest? I want to save my jalapeno plant, I'm very new to gardening, and this will be my first pest, can someone help me? I don't want my first year to go sour and discourage me from trying again.

The video is a peach aphid. Not related. That doesn't explain any webs or orange bugs however and 1 aphid is no problem.

The leaf in the pic above shows what might be spider mite damage.

spider+mites+on+pepper+plant

Here are several previous discussions about them and tips on how to control.

spider-mites discussions

2-step management of that aphid:
1. squish it
2. repeat if any relatives show up

Good video of an aphid! I have never succeeded in getting a good close up of one. Are your plants outdoors? A lot of pests can be kept in check by beneficials outdoors. I never have problems with spider mites on my outdoor plants.

I'm not entirely convinced that the insect in your video was an aphid.

Any chance of seeing more pictures? Sometimes, those macroshots aren't helpful.

Is there any of this black stuff on the upper surface of the leaves? That's where we are more likely to see black sooty mold develop. Black discoloration under the leaves can mean more serious problems.

If I didn't have the macro lens you'd never see him haha, all I have is my iPod for pictures/video and the quality is terrible up close, unless you have a macro lens. I really think it's an aphid, I did my own research and found the possibilities to be either a spider mite or aphid, seems I might have both. I'll try to get another video today if it's less windy

Here is a comparison of an aphid on the left and two red spider mites on the right. Note that aphids are significantly larger than spider mites in real life and both come in a variety of colors. Also note that the mite has eight legs and the aphid has six.

Looks exactly like the one on the left. You can see the "eyes" the way it comes to a point at its buttocks and when I zoomed in it has six legs and looks exactly like the one on the left, thanks! That photo comparison was really helpful!

Noticed damage on the undersides of the leaves, wasn't there yesterday when I examined the plant, maybe I'm just overreacting here but..

Aphids are everywhere... a few of them is normal and expected. If they bother you, spraying them with soapy water is a popular remedy, or just a spritz with a hose.

I think you are looking a little too closely. No plant is blemish free. You are going to drive yourself nuts examining every leaf with a microscope.....

I can't speak for the dark stuff... does it actually rub off? In the picture it looks more like a nutrient issue and part of the leaf than insect damage to me, but I really don't know.

The thing on the main rib of the leaf looks like it might be scale. Scale will cause sticky residue and black sooty mold. Scale is much worse than aphids because the adult insect hides under a waxy covering that can't be penetrated by most insecticides. Don't over react though. On a small plant you can probably scrape them off with your fingernail or a Qtip soaked in rubbing alcohol. You just have to be diligent about getting them all. Here's some scale insects.

Here's a pretty good article about how to deal with sooty mold and the insects that cause it.