You can start them early and be successful if you have the right conditions. Lilium seeds germinate under specific temperature ranges (usually in nature this is in the Spring), which is why many people start them then. In my case, because I am in a relatively warm climate for Liliums, I actually start mine in Winter!
The other factor to keep in mind is the germination mode. Asiatics, Longiflorum hybrids, Trumpets and Aurelians usually exhibit immediate epigeal (this is the germination mode most people are familiar with when they plant seeds). Martagons and Orientals exhibit delayed hypogeal - they form a little bulblet in the first season, then send up a leaf.
There's a number of threads in this forum about seed growing that you may wish to read through. I think this one in particular may interest you:
The thread "Lilium candidum from seed" in
Lilies forum
Also, Darm Crook has contributed to the PBS wiki on Lilium species seed germination:
https://www.pacificbulbsociety...
https://www.pacificbulbsociety...
Rick's list of germination modes:
https://www.northstarlilysocie...
