Not a problem no, it's just a bit of proliferation, be interesting to see how it develops over time, whether it actually forms whole fruits and how many. This kind of thing is relatively common in peppers, though more often in bell peppers, but usually on the inside of the pepper rather than the outside - ever cut one open and seen what looks like a misshapen baby pepper or two in there as well as the seeds? It's a similar thing.
Proliferation of the kind in your picture is often caused by damage of some sort - physical damage from various sources including insects, weather conditions, or a bit of genetic miscoding in a particular part of the plant. It's only a problem if all the flowers/fruits are peculiar in this way on the whole plant, and the fruits are all badly malformed. I'd be interested in a photographic update as time goes by...