As the others mentioned: some species need some pre-treatment to break dormancy. In cold winter areas, many trees drop their seeds in the fall. If those were to germinate immediately, winter could kill the tender seedlings. Instead, some species have developed inhibitors that prevent the seed from germinating in the fall. The cold winter weather...or early spring rains..."break" the inhibitor so the seed starts to germinate at a more ideal time. The inhibitor can be something as simple as a shell that cracks in the cold or an oil that washes away in the spring rains. Some are more complex and need something like stomach acid to dissolve a hard shell.
In nature in the tree's natural environment...nature will do its thing. For us trying to beat nature to germinate seeds on demand...we have to play games. My wife laughs at me when I put seeds in a damp napkin in a ziplock bag and toss them in the bottom of the regrifegator for a few weeks
I do that to fake a winter to either germinate seeds at a time more right for me...or to protect them from squirrels!!!
Some seeds get ingested and need a stomach acid to erode a hard shell...or they may need several years of winters to break a hard shell down (paper bark maples often need 2 winters or more to break their shell down enough to break dormancy). We can sometimes "cheat" mother nature there by sanding or clipping the hard shell to allow water through to wake the seed up. My process for germinating baobab trees is to first sand the hard shell down to the live seed then soak for 24 hours in hot water. This expands the seed greatly...usually like 3-4x it's starting size! Then I can carefully peel the rest of the hard shell off and put the now exposed seed on a damp cloth until I see root extension. Only then do I put the seed in seedling soil. I have to do that because, in my environment, nature would kill the seed 99.9% of the time
This is why people say "grow native"...let your local Mother Nature help you
You can google what pre-treatment is typical for the species your trying to germinate. Google things like "scarification" or "stratification" to understand more...they are both different processes. Some seeds need one or the other or even both to force.
Now, having said all that, you might want to consider trying some "trivial" species to get some basics down. If you have what you have because it was a gift and other wise you wouldn't care...dive in and have fun with it! But be prepared for dissappointment...focus on enjoying the process regardless of success. However, if you really want to learn and master a skill, you might gain some confidence by trying some "trivial" seeds first. Even watching simple garden seeds like beans...one of the absolute easiest seeds to germinate...can teach you a lot about your methods. If you want to stick with trees, look for american elms...the bigger leaf kinds that aren't as good for bonsai...most of them germinate readily. Most maples that drop seeds in the spring are easy to germinate. Anything that turns up in your yard that needs whacked by the lawnmower is a good candidate to try yourself. Get yourself some "feel goods" and then slowly start into the harder to germinate varieties.
My 10000 words worth anyway
