Nature is amazing and chock-full of miracles everywhere you look.
Collecting seeds from nature for your garden allows you to play a small part in one of nature's miracles. Not only that but it's healing to your mental and emotional well-being.
Collecting seeds can be fairly easy depending on the plant you're harvesting. There are countless videos on Youtube to research seed collection from particular plants, so I will only add a general overview.
If you are collecting seeds from Native plants in your area, ALWAYS DO YOUR RESEARCH before handling them.
In some plants, the seeds will simply fall out of their pods. In other plants there's a little more work required. If you have the latter, you will need to separate the seeds from the chaff. The chaff is just parts of the seed-head you don't need. (See top grouping in 2nd photo) You can use a kitchen strainer to help in this process.
Once your seeds are collected, you can put them in an envelope and store them in a cool dry place until you're ready to plant them.