SEED PLANTING - What's Next?

Now that I have bought some seeds, what next? 
I have recently read about seed planting in general, and I know enough to know there is a lot I do not know. I need to research when my last frost dates is (May long?), and how long the germination period is in order to figure when to plant and that means I could be planting seeds over the next few weeks where I had initially imagined planting them all at once.
I know I need to learn which ones may need to be nicked, left over-night in water or in the fridge for a week in a wet paper towel. I know they need warmth and moisture more than light at first and that they will need to be hardened for a week before their transplant, which seems like an awful lot of work to me at this point, but people do it. 
The instructions that came with my seed trays suggest placing three in each cup and then thinning. Is that really necessary or their way to sell more seeds? It feels wasteful but with seeds we are already talking about a fraction of the cost of plants so I do not want to cheap out if it is needed.  
Decisions, decisions...opinions welcomed!