If you want them to all be happy, healthy plants:I counted 33 sprouts from the peppers today.
I have no idea what I’m going to do with all of them. Is each of them going to need an individual pot? How much space will they need?
Yes, individual pots.
They can have small pots at first, but within a few months they will do best if each pepper has a pot about 1 foot each way (length, width, and height). Of course bigger pots are fine too.
Or you can pick the best one, or the best few, and compost the rest of the baby plants. You can also put them all in small pots for now, and let them grow for a while before picking some to keep and some to compost.