Yes I have. In those days I mixed my own compost as you couldn't buy special cactus mixture. I sterilised it in the oven! I don't think you would have to do that now. Apart from that its more or less like germinating anything but after germination its important not to have the surface of the compost too damp. Some fine grit on the surface will help to prevent rot. Seeds germinate in the desert after rainfall so bear in mind that the ground soon drains and dries again. I would wait until warmer sunnier days with longer day length before you start. Growing from seed is nice because you can be pretty sure of getting some plants that flower fairly easily. Rebutias in particular produce lots of seed and flower freely.
Detailed instructions and hints and a list of nurseries selling seed are on the website of the British Cactus and Succulent Society. (I got a first with my pan of seedlings when I was about 17 in their show in Sheffield!!)

I too have cooked some soggy compost I left in the rain. Thanks I will take your advice and wait a while.

Hi, yes I also grew some from seed, about 52 years ago, and as Sue says, you couldn't get special cactus compost then, so I had to mix my own as well, they were a mixed packet, which unfortunately contained a lot of Lithops, and such like, they germinated ok, I found them a bit boring, so got rid of them, {I was a bit impatient in those days}, and decided to save my pocket money and buy small plants of the types I wanted, which were much more interesting, Derek.

Well lithops do flower. I got some rebutias and some cheridopsis among others. Derek I remember hammering broken plantpots for the grit in my compost - we were dedicated in those days!

Hi Sue, yes we must have been dedicated, I too smashed up terracotta pots, and old house bricks, made lovely compost though, I had a collection at that time, and bought a small Opuntia, amongst others, which in this mix, grew to about 3ft tall, I grew them in a raised bed sort of thing, on the staging in my greenhouse, but I was a lot less patient then, I wanted instant impact, well you do at 14 don't you, Derek.

Oh yes, opuntia microdasys was my first one and I wanted it because there was a pic of it on some children's notepaper (with a nowadays very un-PC little black child...) I loved it, glochids and all... It didn't survive to grow tall , though I had it for a number of years. I think it rotted at the base in the end. I learned better later...

Hi Sue, if I remember rightly, my first 1 was Opuntia macrocarpa, funny how you can remember names from 50 odd years ago, but something bought recently you forget, lol, Derek.