Hi Novice,
Marigolds are pretty easy to save seed from. With marigolds, the flower does not drop off. It sort of withers away. Once the remnants of what was once a flower becomes completely dry, you can pick them and open them up. Mixed in with the flower remnants(chaff) will be the long thin black seeds. Ones that are really thin and bendy are not good.
If you are worried that the flowers are not dry enough, just pick one as a tester first before removing more. You'll get to know by sight after awhile, and it will be second nature.
Remy

i just tried it with my marilgolds, i am so excited. I got the black seeds. Thank you for your info.

I'm also a n00b at this. It will be my first year saving any seeds from vegetables, but last year I saved some marigold seed and cilantro seed. The marigolds were easy as pie. Mine have small flowers and when they are dry enough, the seeds will literally fall out if you tip the dead head upside down. N00bish I may be, but I believe it's better to leave the seeds on the plant as long as possible, for the plant to transfer the last bit of energy to the seeds. When marigold seeds fall out via gravity, I'm pretty sure they're good and done :)

P.S. the ones I saved last year germinated wonderfully -- most in 3-4 days -- and so far appear true to form with the parents.

Marigolds are a great starting point. Cosmos are another flower that is so easy to save and have again and again. Also Zinnias--though the seeds are little more difficult to tell from the chaff. Nigella makes wonderful little seed pod "puffs" that simply spill the see out.
Nothing like getting "free"plants!
I even save vegetable seeds--even from hybrids. As long as you understand that hybrids are a cross, and the new plants will be unique and different, it can still be fun. After years of having volunteer tomatoes and squash from my compost pile, I just got more deliberate and started experimenting. (For newbies, "volunteers" are plants that just show up in your yard, that you haven't actually planted. You may find that you have marigold volunteers next year from this year's spilled seeds.) I like to save the seeds from my jacko'lantern and plant them the following year. It's fun, easy--and who cares if it isn't exactly like the hybrid original? (Of course sometimes you can get a dud by planting such seeds, like you plant pumpkin seeds, but you get acorn squash, because it was used as part of the hybrid process. ) All a part of the adventure! (And again, it's free anyway.)
I find the easiest way to save some seeds like tomatoes is by scraping the gooey seeds thinly onto a napkin, which dries, then I store it in a dark, cool place. Next season, I can plant napkin and all right in the garden. The paper dissolves and the seed can root through it. I can cut strips and plant them wherever I want it.