Welcome to the most confusing spice. Lots of people don't realise that Cayenne Pepper is a chilli. Probably the second most use chilli spice after Paprika. Chipotle is gaining popularity though. This is also a pepper with so many varients of its type.
The pepper itself is common, easily available fresh as red or green. It does have many varients of orange, yellow and purple too. I grow purple and red.
As a fresh chilli they are simple in their profile. They make a great garnish, they can be used in stirfry and removing the placenta from the centre takes away most of the heat.
This chilli is great when dried. Kept whole and heated in a pan before re hydrating in warm water bring out the depth of flavour we want from a chilli. The heat does increase due to the oils seeping from the placenta into the wall if the fruit. Ground into a powder we get the spice that is so popular we all know as cayenne peppet.
Not so common is the smoked Cayenne. All exact the same as above, the difference similar to the difference between paprika and smoked paprika. Like paprika, and unlike the Mexican chilies, this pepper keeps its name through the process of drying and/or smoking.
To sum up, this prolific, easy pepper should be in every garden. If there was only space for 1, then this would be the choice.