The spent flower heads usually have a claw like arrangement - the seed is inside the claw bits and they're fairly large and curled or curved, but you should wait for the whole thing to dry out and become brown before harvesting the seeds, without waiting so long the seeds have already dispersed. These plants don't come true from seed - you will get Calendula officinalis, but won't know whether they'll all be the basic orange or whether some might be a different colour.

Hi, welcome to GoY, I agree with Bamboo, but if you need a bit more guidance there's a video you can watch at;
mrbrownthumb.blogspot.co.uk/2009/10/how-to-collect-calendula-seeds.html Derek.

Once the flowers have dried out, snip off the flower heads and store them in a small paper sack or such like. The seeds will naturally separate from the flower head when fully ripen.

Each flower petal is attached to a seed that is fairly plain to see. I'm on 4th generation with my French Marigolds. Some are all orange, others are all yellow yet others are variegated - always French Marigolds. They are all beautiful vigorous and healthy plants, much nicer then the ones from the Garden Center. I let them naturally self seed and stay out all winter. The birds eat some. When they sprout in the Spring, I transplant them to desired location.

The seeds of French marigolds are completely different from Calendula, or English marigold, Bathgate - they're straight, fine and usually dark at one end, nothing like Calendula ones.

Not sure why you are telling me this Bamboo?

For clarification purposes - I didn't want Bazzakeen getting confused as to what the seeds he's got should look like!

Got ya. I was only speaking of French Marigolds.

Just come in from a hard days gardening,
As you may know this was my first question, I was over the moon to see so many gardeners who took the time and had the patience to share there expertise with me.
Thank you all so much,

Bazza