You might consider using seeds from the fruit and vegetables that you buy. Keep in mind that sterilized or irradiated seeds won't grow anywhere. One possible test for germination capability is to place a few seeds on a wet sponge in a sealed plastic bag. Put in a cool dark place and then check on them every three days. If nothing's changed after three weeks, your seeds are probably not going to grow. Any indication of life requires an immediate transplant into a growing medium.
Seeds may sometimes be taken from the seed heads of store bought flowers or your own garden. There are many good books that will tell you where the seeds on a particular flower can be found. After a few different tries you will become pretty good at figuring this out for yourself.
What you cannot do, no matter how tempting, is take seeds from a National Forest or Park. There is a Federal law against it.
Once you've decided what to grow, the next decision is where. Whether starting outdoor plants indoors or planting a windowsill garden, being creative is half the fun. Yogurt containers are good choices, because the lids serve as saucers. Pint sized ice cream containers and butter tubs work well for the same reason. In either case you need to punch drainage holes in the bottom before you begin. But don't stop there. Egg shells broken around their 'equator' and replaced in a styrofoam egg carton are a wonderful way to begin small seeds. When ready to transplant, the shell need not be removed. Plastic milk cartons, cut around their middles (use the bottoms, but save the tops) work well also. One young man I know started his seedlings in the bed of his plastic dump truck. Remember that the idea is to have fun.