How can I hang shelves or peg board on this surface??

Without knowing how your fireplace is vented I wouldn't do anything that puts a hole it it. In most cases I tell people to think "up" in shelving. But not in this space. Even though you don't plan on using it now you or someone may want to in the future. You don't want to damage the flue so that carbon monoxide or sparks are coming through the metal part of the flue/vent.

What about a tension rod frame -- poles between the floor and the ceiling that could support a pegboard or whatever else you want to put on it. Ikea used to sell a shelving/storage system that was supported completely by tension poles -- I think it's no longer sold, but sometimes you can find it on Craig's list. Or if you have a handy person in your life, they might be able to fashion one for you.