Hi Vela,
Let the flowers dry completely on the plants. The bottom of the petals will have arrowhead looking attachments on the bottom when you break apart a dry flower head. The arrow head looking things are the seeds.
Remy

Here is a link that might be useful: The Seed Site page w/Zinnia seed

The petals are falling off my zinnias before they turn brown. Will I have any seeds?

The petals are falling off my zinnia's before they turn brown. Will I still have seeds?

Actually with the petals missing it makes it even easier see and harvest the seeds. The seeds are in that dry wad of brown fluff left over after the petals fall off.

you may be missing the flower part because of the finches. I know lately I have been fighting with the finches hereto collect the seeds or at least some before they end them all. I had two single orange zinnias and I was lucky enough to get to the first first but the snagged the second one.

But the seeds resemble arrow heads. I have been saving the big fat ones at least the ones that feel "fat". But the thin ones are going out with the trash. I just hope I am not wasting the seeds doing it this way.

Paula