The first two leaves on my chilli plant just shrivelled up and died - what caused this?

I had 4 tiny chilli plants with 3 pairs of leaves. Their seeds were planted at the same time, and for 3 out of 4 of the plants the first set of leaves shriveled up and died within a few days of each other.

Is this natural to happen? All of the other leaves are healthy and green. On the 4th plant the first pair of leaves are yellow and probably are going to follow suit.

Do I have anything to worry about, like overwatering, no nutrients etc etc?

Thanks