I frequently walk on my lunch hour at work. My walking buddy happens to be a gardener as well, so last fall we started gathering seeds we saw along the roads as we walked. I want to plant native seeds around the outside of our yard fence and need to re-seed an area that had been a dog yard.
Seed capsules generally split once they mature and dry, so you have to get them at just the right time. The seeds must be fully ripe, but still have enough in the capsule that you have something to plant. I carried snack size baggies in a fannie pack with a Sharpie for labeling. Each evening I brought my little treasures home and put them in the second fridge we have in our garage. In general, you have to simulate winter in order for seeds to break dormancy and sprout. I left mine in the fridge through winter. I pulled them out a week ago and planted them in a store bought seed starting mix in small peat cups. I use a spray bottle to water and keep the soil moist but not soggy. My guest bath, which has a skylight, is my seed starting greenhouse, at least until I can get my small greenhouse set up in a south window.
Joy, joy! I have seeds sprouting. So far I have a wild penstemon, potentilla, salsify, fern bush, and Apache plume.