You can plant a tree seed. You shouldn't even think of it as growing a bonsai from seed, since it won't be able to be worked on as a bonsai for many years. You are just growing a tree.
In the meantime, while you let your tree seedling grow out for a few years, you should buy yourself some starter trees to practice/ learn on, so that by the time your tree seedling is ready to be worked, you will have some idea what you are doing.
I think the two best ways to do this are 1) check out all the end of season sales that are going on now at nurseries. You can probably find a young tree or shrub in a nursery pot, cheap. 2) buy yourself a pre-bonsai or bonsai in training tree. These are trees that are still in nursery pots, but have had one initial shaping. You can get these for $20-30 or even less. That is a good thing, because you are almost certain to kill a few along the way as you learn about bonsai.
https://www.bonsaiboy.com/catalog/pre-bonsai-trees.html
https://www.easternleaf.com/Pre-Bonsai-Trees-s/354.htm