Since I'm not sure what flower that is, here's the main page of the Seed Site. Go to the bottom Alphabetical section to find your flower, and it'll show the seedpod, and what the seeds will look like.

Here is a link that might be useful: The Seed Site

Yeah, I don't know what flower it is either; it just showed up. One suggestion has been amsonia.
Cool site, thanks very much. It says it's best to collect on a dry sunny day, so I guess I'll wait til the weather changes.

it could be amsonia, those are easy to collect, they're HUGE!

It must not be amsonia -- seed pods are tiny.

I don't know what the plant is either so can't be too helpful. Most of those don't look completely dry to me though. Has the plant naturally dropped any seeds or opened to release them? That's a sure sign that they're ready to harvest. Also on many plants the stem right below the pod will turn brown too.

One pod, the tight capsule-looking thing on the right of the pic, looks like it might be ready. I'd pick that one and open it to see if the seeds look mature. Most seeds when ripe will be hard and black or dark brown. If the one you pick isn't done, give them a couple of days and check another. Also watch for the plant to release them.

Karen

My amsonia have long walrus teeth that don't ripen until late summer/early fall. The seeds are peg-like and a velvety brown. Those are my amsonias though, so I don't know if others are different.