If you're planting seeds from a pepper, is it okay if they were once frozen?

Seeds are routinely frozen to preserve them long term. As Jihil noted, they should be properly dried first.

And if the pepper in question is a hybrid variety, the plants, should the seeds germinate, won't come true.

Take a paper towel and run it under water then ring it out. Place 3-4 seeds in the paper towel and place in a warm spot in your house. I usually use the top of the clothes dryer because it's used so often, but you could use a heating pad set on very low. Within a couple of days they should sprout if the seeds are still viable. Happy gardening!

Are you trying to plant seeds from a whole pepper that was once frozen, or to plant properly dried seeds that were frozen in a good container? If the entire pepper was frozen they probably won't germinate. If just the dried seed was frozen they might work - try putting a seed or two between moist paper towels for a few days to see if you get any germination action.