Fall and winter is a good time to start seeds, they don't require too much light at first and it gives you something fun to do with plants while everything outside is a sad, dysfunctional hellscape. I get my seeds on eBay mostly, but Etsy, Reddit and other places have seed sellers too. There are a lot of methods, and I didn't make this one up myself, I forgot the name though Alright, ready to get going? Great, me too. Let's start with supplies:
You're going to want, along with your seeds:
Soil - don't overthink it, use something nice an loamy or whatever the word is, peaty? Something dark that will hold in moisture well.
Small plastic planter - you can use a plastic cup as well, as long as you puncture some drainage holes. I always keep the little plastic planters cheap plants come in and repurpose them, so I tend to have them on hand. Always try to reuse what you can.
Plastic bag - I like to use plastic sandwich bags because they have that corner in them that allows you to make a little tent over the top, you'll see what I mean in a later graphic. If you don't have that, though, platstic wrap, or any clear celophane plastic will work. I've used random plastic from packaging before.
Rubber band - holds down the bag
Scissors - cuts the bag
(technically optional):
Label, marker for label, spray bottle to spritz the seeds once towards the end (you'll see)
Now, we can prepare our soil. Fill the cup to the top, place it in a drainage basin (or make a mess, do what you want, that can be fun too) and soak the soil in the cup. The soaked soil should leave a good amount of space between the soil and the top of the cup. 
Add your seeds to the pot. Even it it's 10 or 100, they'll all fit and they like company. In nature, they're going to end up wherever their fruit lands, or wherever the thing that ate them drops them. In any event, they're fin with company, and they're very small.
I like to spritz them once with water from a spray bottle as a way to allow them to 'settle' into the soil more. You can also push them lightly with your finger, or just leave them be. Do not cover the seeds with any dirt.
Lastly, we want to add the 'greenhouse'
This is done by putting the pot/cut/container/whatever in the corner of the bag, letting a little dome be made , and then attaching the bag to the pot with the rubber band. Use the scissors to clip the excess.
Label your seeds as best practice, I go for name and date I started them. I tend to forget the date over time, but it's a good way to be like "hm I started these X days ago and there's no movement, they may have rotten or need to be warmer"
Now you just have to wait. Germination time depends on species, genetics, environmental factors, etc. I've had cacti that pop open in a few days, and some in a few weeks.
These took about a week or so to pop^
That's all I have for you on germinating cactus seeds, we'll be back for another post on keeping the seedlings, and grafting them!
