I think many people grossly overestimate the type and amount of chemicals that are used in the production of vegetable starts.
Here's the deal- chemicals are expensive. If you want to make money growing plants you'll spray as little as possible and in the case of vegetable starts that you'll only have for a few weeks before they ship out, the chances of an infestation that requires regular spraying of nasty chemicals is pretty minimal. The only thing those plants were likely given was a fertilizer solution (i use 20-20-20 +micros in my greenhouse). Even if they were sprayed with something else, it may well have been a product based on a natural organism such as BT or one of the many other beneficial bacteria or fungi.
I don't mean to sound disparaging of organics but I think the average organic gardener has not taken the time to really understand traditional agricultural practices and therefore they feel very alarmist about what awful dangerous things we must all be spraying on non-organic nursery stock. As a greenhouse manager I can tell you that I try to use the least harmful thing that can do the job because while you may brush up against the leaves of one or two pepper plants as you put them in the ground, I've got to spend 40+ hours a week in a big glass room breathing and touching whatever I've sprayed.
Sorry, I'll put my soap box away now.
Gardening is mostly an issue of your enthusiasm holding up until you get used to the work.