Your profile doesn't say where in Ky. you live. I'm basing my answer on WSing in Cincinnati.
You can start in January, which works especially well for seeds that take a long time to germinate, or need a long cold stratification, or alternation freezing and thawing. This includes most perennials and hardy annuals.
However, tender perennials and annuals might do better if you wait until closer to spring to sow. The problem is if you sow in January and they sprout in an early warm spell in late Feb. or early March, the seedlings might freeze and croak when the freezing weather inevitably returns. You can cover them with a sheet on cold nights, but life is easier if you wait to sow until closer to spring.
Karen
OOps, sorry. You profile says Mi not Ky.