I just wanted to share with everyone that I just grew my first Canna Lilies from seed and it was very easy. You do have to nick them or else they most likely will not be able to break through the shell.
I was quite surprised to see how fast they grew once planted. I know it will take a year or two to see my first bloom but for now the foliage is a nice filler. If anyone is interested I created a tutorial to help others out as well.