Half-hardy and tender annuals need gentle heat to start them off, while hardy ones need no more than a sunny window sill at this time of the year. The seed packet will specify what conditions are required.
Some annuals may be sown directly outside (again, consult the packet), but make sure you have adequate slug and snail barriers or preventatives. The Asteraceae family (daisy-type flowers including sunflowers and marigolds) and tobacco plants (Nicotiana) are especially vulnerable at the seedling stage. Opium poppies and members of the Ranunculaceae (buttercup) family, such as Nigella or love-in-a-mist, are largely mollusc-proof.
If sowing in pots, use seed compost, or multipurpose compost with about one part fine grit or sand to three parts compost (it should feel scrunchy in the hand). Sow large seeds solo or in pairs in small pots. Smaller seeds may be sown in modules or trays.
Space the seeds generously, as crowded trays promote "damping off" disease - where the seedlings go limp, lie down and quietly die.
Never sow a whole seed packet, as you're unlikely to need all the plants. More importantly, you can start all over again if disaster befalls your first sowing.