There is a red thing inside of my capsule object that shows when running the game in Unity. How do I make it invisible? I have tried looking at the capsule collider, but I couldn't find anything to make it invisible. Please take a look at the screenshots added to this question.
This is a gizmo drawn by one of the scripts you have running in this scene. Look for functions called
OnDrawGizmosSelected. They'll be calling
Gizmos.DrawWireSphere to draw this item, so you can comment out that line if you never want to see this.
You can also click the "Gizmos" button in the top bar of your Game tab to turn off drawing of gizmos in the game view.