Hybrid lilies do not produce seed that will "grow true" but you might get lilies that are very similar. Or they might look quite different depending on "who's the daddy". Another difference might manifest itself in the degree of "garden worthiness/hardiness. Seedlings might have lower bud count (this translates to shorter overall bloom period) or lower disease resistance. Hope this helps explain a little.

There are two types of seeds in lilies. Asiatics and trumpets are easier to grow than Oreintals. That is why Orientals cost more. Because there is a better explanation at this site, I defer to the experts

Here is a link that might be useful: NALS seed culture

I have found seed pods on my Asiatic Lily and when I opened them I found brown flake like seeds, have planted lots of seeds but never Lilies and have no idea of what to do next.