The rocoto is one amazing pepper. It has thick walls, like a bell pepper, but very hot. It has been cultivated in Bolivia and Peru for thousands of years.
Rocoto (aka Locoto in Bolivia) is Capsicum pubescens (hairy pepper). Locoto is among the oldest of domesticated peppers, up to as much as 5000 years ago by Inca. Young and adult plants are highly pubescent. Seeds are black or dark.
The smaller red locoto is thought to be an earlier domesticated type and is more common in Bolivia. More typical in Peru is the larger red rocoto that makes excellent rocoto relleno. The yellow type tends to be on the small size and now more commonly found in the Caribbean and Mexico.
The rocoto is probably related to undomesticated peppers that still grow in South America (cardenasii, eximium, and others). This plant is a perennial, you should plan for this in colder climates and pot it. Expect to cut it back to 1/3 every year.