Some seeds need a cold period before they will germinate, mimicking the conditions that they find in nature. This method of propagation is called cold stratification, and here's two easy ways to achieve it, provided your region gets winter snow.
A simple way to cold stratify seeds is to let nature do the work for you. You can use the snowmelt method, in which melting snow washes over the seeds just as it does in nature. To do this, just sow seeds in pots and put them outdoors. Secure some screening over the top of the pots to catch the snow and keep birds, mice and other creatures out. Snow will accumulate on the screen and when it melts, it will wash through the soil to prep the seeds just like snowmelt does in nature (shown).
Another even simpler method for cold stratifying seeds is to just sprinkle them on top of the snow in whatever area of the garden you wish to see them sprout come early spring. As the snow melts, the seeds will sink down with it and eventually settle atop the ground. Small seeds that need light to germinate work best in this method, since they won't be tamped down into the soil.
These methods are outlined in Plantiful by Kristin Green.
Image: "Vegetation Induced Circular Snowmelt" by Wing-Chi Poon - self-made; at Meadows in the Sky Trail, Mt. Revelstoke National Park, British Columbia, Canada.. Licensed under CC BY-SA 2.5 via Wikimedia Commons.