There are a few seeds which are good to eat. These generally get sold in the supermarket (pumpkin seeds, apricot kernels). If you buy the fruit containing them, you can keep the seeds.
If you want to store them, you should dry them first. Spread the cleaned seeds in a single layer on paper and put it in a warm dry place (not in direct sunlight), and wait a few days. You should deshell them right before consuming, that way they keep longer. If you want to eat them right away, don't dry them. They taste better when fresh. Some should be roasted in the shell before eaten (pumpkin seeds, sunflower seeds).
There is little sense in eating seeds not commonly sold in supermarkets, like melon seeds or apple pips. They don't have any nutritional value for humans, or taste bad (e.g. very bitter), or both. It is even dangerous to experiment too much. For example, peach kernels contain poisonous cyanide compounds. So stick to what is commonly eaten, there is a reason the other seeds aren't used.
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