Has that single seed been properly stored (in a moist medium in the frig)? Aesculus seeds are recalcitrant, so loose viability pretty quickly (depending on species, generally less than a year) if allowed to dry out. Even if they've been allowed to dry out for more than just a short time, the seeds will probably require stratification. For best results, fresh seeds should be sown in the fall

I just found the seed in the woods yesterday and decided to keep it.

I would put in a zip lock w/a bit of damp soil and place it in the fridge. Since your seed has been naturally stratified outside since the Fall you may be surprised at how quickly it germinates. I collected buckeye seeds in the Fall, put them in a bag and they germinated in the fridge w/in a month! Just make sure, if your seed does germinate and you decide to pot it before putting it outside, that you give it a tallish pot because they grow tap roots and these need a LOT of growing room! Good luck!

I did like you said; I'm looking forward to seeing it grow!