I live in Canada too and I have grown Delphinium from seed. They were fairly easy to grow but won't flower until next year. If you have a light set up then start them now but don't put them on a heating mat because they germinate at around 65 degrees F or around 18C. If not I'd wait until the ground warms and plant them outside. Delphiniums are a perennial so they will withstand freezing temperatures once grown into a sizable plant and they need to be covered with soil to germinate. That's probably where the cold and darkness comes in. I know I did not store the seed in the fridge.

I'm rather new to growing things from seeds but how will I know the ground is warm enough?

You'll know the ground is warm enough when it feels warm to the touch. You can get an earlier start outside with my bottle trick. Take a liter clear pop bottle --or any other large clear bottle. Cut the bottom out of it and remove the cap. When the weather warms to around 6-8 C or above for a while push it into the soil where you want to grow your delphiniums and leave it for a week to warm the soil. In your area that should be around the end of March or the first of April. Remove the bottle and water with warm water then plant 2 or 3 seeds near the center covering the seed with dry soil. Place the bottle back over the seeds. The bottle acts like a mini greenhouse and the excess heat escapes from the top where the cap was. You can keep the bottle on as long as the leaves aren't touching the sides or they will burn. If more than 1 seed germinates you can transplant it elsewhere. By that time it should be warm enough to have it survive. Check it daily and water with warm water if it needs it so the seeds stay moist because with the sun heating it it will dry out.

In my earlier days of gardening, before my greenhouse, I started many seeds this way.

A word about watering. water early in the morning or early evening. Water the soil not the plant. Don't put the bottle on in the hot sun when the leaves are wet or they'll burn