Capsaicinoids (capsaicin and several related compounds) are responsible for producing a sensation of burning in any tissue with which it comes into contact. Produced as secondary metabolites by chili peppers, probably as deterrents against certain mammals and fungi.
Penguins are found only in the Southern Hemisphere, mostly near Earth's South Pole, in Antarctica. However... 2nd fun fact... Polar bears can be seen on both poles!