Lettuce ect do not plant deeep.. keep in very good light... I prefer to "top water" but others are convenced bottom watering is best (both have advantages & disadvantages) Soaking seed for 8-24 hours is a good idea.
I only direct sow my cukes, squash, mellons.

ninjabut - can I suggest a review of the many FAQs on this forum (linked on the front page by the forum instructions). They will answer many of your questions.

As already mentioned lettuce and other leafy greens aren't transplanted deeply like tomatoes. They form their roots and leaves from the base cluster, not the stem. If they are leggy they simply aren't getting enough light.

In your zone it should be possible to move them outside now for sunlight, perhaps even plant them in the garden since they are cool weather crops. Here in zone 7 lettuce and such are already planted and up in the garden.

Top or bottom water is debated - several discussions here currently about it. All I can say is that professional growers bottom water only while the seedlings are tiny - once established and the danger of uprooting them in the process is passed they switch to top watering for convenience purposes. Otherwise it is up to you. My personal preference is bottom watering to develop deeper root systems.

Cilantro can be very slow to germinate but then it grows so fast to bolt that direct seeding is usually recommended. Same with cukes, squash, and melons. They don't tolerate transplanting real well and often stunt if you do it.

Pre-soaking seeds helps some things but it isn't required in any way. It's an option some like and many ignore so it's your choice. And if soaked too long can be harmful to some things so do it with care.

Dave