Hi Natalie
Yes you have to let the flower head turn brown and dry before you harvest the seeds. The seeds are kind of flat and dark grey/blackish. To me they look like arrow heads stuck on the end of the individual flower petals. The seeds are on the whole flower head.

Brown? The neat freak in me is screaming "NO WAY!!!!" I walk around my garden with manicure scissors trimming off imperfections :-). OK, I will give it a try, since I really want the seeds.
Thank you Nurmey_5. And happy New Year!
~Natalie

Natalie,

If a wet season is approaching and some of your zinnia heads aren't fully mature (not completely brown) you can cut some of them as an experiment and dry them inside. I have gotten viable seed that way from zinnia heads that weren't completely dead. I have had zinnia seeds sprout in the heads in a wet season, so desperate times call for desperate measures.

But if a threatening rainy season isn't a problem, it's best to do as nurmey suggested and let the flower head fully mature before cutting it.

MM