Growing Bonsai from tree seeds can be very rewarding and gives you full control from the earliest stage possible. Although it takes a long time (at least three years) before you have a tree you can start working on, this is the only way to grow a Bonsai right from the start!
First of all, seeds need to be obtained; you can collect these from trees in your surroundings or you can choose to buy them in an (online) shop. Keep in mind that there is no such thing as special “Bonsai seeds” as Bonsai are created from normal trees.
If you collect seeds from trees growing in your local area planting the seeds in autumn will do just fine, however, if you want to plant seeds out of the season (during springtime for example) or if you like to grow seedlings from trees not growing in your local climate, a process called "stratification" can be necessary. Stratification is the process of pretreating seeds to simulate natural winter conditions that a seed must endure before germination. For beginners this might be a bit complicated, so it is advisable to select a tree species that is suitable for your climate and simply plant it in the autumn, just like Mother Nature does!
As mentioned previously, you can collect seeds from trees growing in your area in autumn. Seeds like chestnuts and acorns are easy to find in the forest. Seeds from conifers can be found inside pine-cones. Once you collect the pine-cones you need to store them in a warm place so they will release the seeds from between the scales. Seeds of various tree species are also easily available for purchase in (online) bonsai shops.
The best time to sow seeds is the autumn, this way you follow nature’s time schedule and the young seedling will have a full summer to grow after germinating in early spring. This also means you don't need to worry about stratification.
Step-by-step plan for sowing Bonsai seeds:
Put the prepared seedbed outside on a bright position and keep it damp, but not wet. During the spring the Bonsai seeds will germinate, do not prune or repot the seedlings until the next spring. You can start using small quantities of fertilizer during the summer. After one year the seedlings can be separated and put in bigger pots; it will take at least three years of unrestricted growth before the seedlings are ready for their first training.