You should not collect plants from the wild. However, seed collection can be done. HOWEVER, it is very important that you have the appropriate permission/permits from the land owner/manager and that you collect in an ethical way. I highly suggest reading through this PDF from The Xerces Society. There is undoubtedly a Native Plant Society for your state. Look them up. They will have a code of ethics to follow for seed collection. Many times they will have seeds/plants available, so you may not even need to collect.
Research every species before you collect/purchase seeds. As a note, ragweed is likely not a good choice as it causes hay fever.
Check out the native plant finders from The Audubon Society and The National Wildlife Federation. Additionally, the Facebook group Gardening with Native Plants may be of interest to you.