The use of chiles is prehispanic. Back when the Aztecs, Olmecs, Totonacas or Mayas were the great civilizations in Mexico they used to dry chiles for cooking, sometimes combined with “quelites” (an ancient Mexican herb) and palm oil. Since then, chiles and salsas have become a fundamental part of Mexican food, used to complement any meal. Through the years, chile became the main ingredient not only for cooking but also as a critical element to define Mexican culture. For example, Salsa Macha, which nowadays is popular between food and spicy lovers, and you can find it in almost any house in Mexico.
There are 50 kinds of Mexican chiles used to cook, being the most popular jalapeño, habanero, pasilla, de arbol, serrano and chipotle. Depending on the taste or intensity you want to try on your meal, you can choose any one of these, although it would always be an excellent idea to try many of them until you find what do you like!
Only Mexico City has around 239 city markets. Some of them had become great tourist attractions like Mercado de San Juan, close to downtown, because of its colorfulness, variety, history and the kind of exotic ingredients you can find (dear, crocodile, iguana or snake meat, different types of insects (to eat), tropical fruits, any species of fish and of course fresh or dried chilies).
Always remember you don´t have to suffer, chili is made to make it all tastier, enjoy!