Sow seeds in sterile, seed-starting mix or potting soil available in nurseries and garden centers. Keep in mind that flats and pots take up room, so make sure you have enough sunny space for all the seedlings you start. If you start seeds in very small containers or plastic flats, you'll need to transplant seedlings into slightly larger pots once they have their first set of true leaves. You can also buy seed-starting kits, but don't invest a lot of money until you're sure you'll be starting seeds every year.
As long as they are clean (soak in a 9 parts water to one part household bleach for 10 minutes), the options are endless.
They can be plastic pots, cell packs, peat pots, plastic flats, yogurt cups, even eggshells. Seed-starting containers should be clean, measure at least 2-3 inches deep and have drainage holes.