I wouldn't worry too much about collecting the seeds as they fall, you will have plenty left in the fall! I just save the entire head, in a brown bag. But be sure and keep it stored in a dry location, so they don't get moldy over the winter. I have also just scattered seeds in the fall, and they sprout like weeds in the spring, and they transplant very easily.

I've got a feeling a bird dropped a couple seeds for you. But I've never collected sunflower seeds. Last year left them for the birds, and apparently they left me plenty, cause this spring had many re-seeded sprouts that I hadn't expected, but didn't mind having at all! Now 2 beautiful blooms and lots more about to open.

Have fun!