To start indoors you'll need some lights. Lots of info on the "growing under lights" forum. I prefer to sow basil, thyme and parsley fairly dense, no need in my opinion to thin too much.

You're probably zone 5 or 6 so sometime soon it'll be time to start sowing rosemary and thyme though I find it easier to take cuttings. I have a fair amount of "mother plants" established indoors and in cold frames.

Start some basil and parsley indoors but save some seed to direct sow it into your garden. I personally never start basil or parsley indoors and always direct sow - partially because there is only so much room for starting seeds but partially because I like direct sowing better. But if you do both, you stretch out the length of your season for these and cut down on how much space and lighting you need indoors.

FataMorgana

I am in Indiana too, 30 mins south of Indy. I like to have plants to set in the spring too, longer season that way. Use lights, then set out in a protected outdoor area after the danger of frost is past. Get your "babies" acclimated to being out before you transplant in the ground. Those are nice EASY plants to start with. Watch for swallowtail butterfly caterpillars on the parsley & hand pick them off. If you have kids, you can put a couple of them in a bug holder with parsley & watch them turn into butterflies!

"To start indoors you'll need some lights".... this seems to be taken as gospel in the US but in the UK almost no domestic gardener uses lights. You can raise a lot of seedlings on windowsills or in a glass porch or sunroom, or, as Fatamorgana says, if you wait a bit you can just direct sow. I sometimes think people just like the technical side of lights and don't realise that lights are not absolutely necessary.

Regarding parsley - it actually does better direct sown since it has a taproot and disturbance encourages premature bolting.