When there's a set back, it sure is discouraging, but you definitely have chance to grow vegetables "this season."
What kind of vegetables, though? If you have a long growing season, you still can grow peppers and tomatoes. Especially, if you have super hot summers, then you will need to adjust thinking to fall harvested peppers and tomatoes. I have found that peppers, especially hot peppers are perfectly happy to finish growing in the house after the fall frost has killed everything else outside, and will continue to fruit, sometimes through the winter if the temperatures are mild enough.
Other vegetables, too, have their own temperature and other requirements and are best grown at the right time.
Sometimes, it IS necessary to start seeds indoors and once you figure out the best technique for your indoor climate, it will become easier. I like to experiment and see how much can be done with or without what I know to be the "best set up" ... And my success rate varies accordingly, but it's possible to push the limits once you learn what to look for and what to do when the seedlings are in trouble. Learning curb, like rainbow gardener said.
...It will be easier to practice with things that are less troublesome than peppers, that's for sure.
So, what kind of climate do you have through the year, and what kind of vegetables do you want to grow?
