I meant to say that I want to start seed saving for the first time THIS year!

You don't need any special equipment. A few paper bags or hose toes, to put over flower heads to catch the seed, paper bags to store them, unless you are going to sow immediately, a pen or pencil to label the bags and somewhere cool and dry to keep them. What sorts of seeds are you hoping to collect?

Whatever is in my garden. annuals, perennials, some veggies, roses..

If you id the plant you want to collect from you can often find info about seed sowing on the Web. I don't know your level of gardening expertise but there are issues around whether you are collecting seed from a species, a hybrid or an heirloom variety. Some hybrids do not produce viable seed and some produce seed which will in turn give seedlings which are not the same as the parent. It is a matter of trial and error to see what you get. Other plants, like roses, will be a long time growing to flowering size and again you don't know what you are going to get. You might want to look into growing shrubs (which includes roses) from cuttings for speed and certainty about getting a clone.

Seed saving can be simple or complex depending on what you are growing and also what your goal is.

If you want to save a specific variety, and keep the genetics intact, you may need to isolate the blossoms to prevent crossing with other varieties.

Tomatoes are easy and mostly just self-fertile, and pretty forgiving about seed saving techniques. So you don't need to worry so much about another variety cross-pollinating with your toms. Lettuce is another easy one.

Corn is wind pollinated, and pollen can travel 2 miles, so depending where you live, all sorts of things could blow in.

Many root vegetables, such as carrots, are biennial, so you need to leave some of them them in the ground for a second season to get seed.

There is a lot to learn, but if it's just for your own use and you aren't a perfectionist, you can experiment freely.

Hosta seeds are very easy to grow. I grow mine every year and they sell like hotcakes. they are just aplain greenb variety too. But people love them cause they get huge and they have the dark purple flowers. The seeds are almost 100% viable if collected right when the seed pods crack open. No need to stratify just direct sow and sprinkle a little dirt over top of them. and water well. Keep soil moist not drenched. Here's a pic of some I grew from my seed. Here's a link that might help you.

Here is a link that might be useful: Make Money Gardening