It depends on what you want to start: many annuals like Zinnias, Love-lies-bleeding or ornamental Sunflowers can be sown directly in place after the weather has warmed up in the Spring.
But if you want to start, say, eggplants you will need a warm place in the house or a heated tray. Some seeds (strawberries for example) require stratification for sprouting, meaning being stored at below freezing temperature for a time before being sown. Others yet (some peonies) require scarification... it all depends on what you want to grow.
