Chili peppers can range from being very mild to extremely hot. The level of heat depends on the amount of capsaicin, a family of flavorless and odorless alkaloids, that reside within the peppers. The peppers' seeds often get blamed for the heat, but the capsaicin is actually in the placental tissue that surrounds the seeds.
The heat level of chili peppers are measured in Scoville units, named after Wilber Scoville. In 1912, Scoville came up with a heat scale, based on the amount of dilution required before the pepper's heat is rendered undetectable. For example, a bell pepper measures in at 0 Scovilles, a jalapeno registers 55,000 Scovilles, and the granddaddy of all peppers, the habanero, tops out at 300,000 Scovilles.
Another misconception is that drinking cold water will ease the pain caused by chili peppers. The fact is that the capsaicin oils are not water soluble. The cold liquid may provide temporary relief, but within seconds, the heat will return even worse. The liquid also serves to spread the oil throughout the mouth, possibly making the pain even greater!
If not cold water, then what can help? Try drinking dairy products, such as milk or yogurt. Dairy products contain the protein, casein, that serves to neutralize capsaicin.