One thing to bear in mind is that putting dry seeds in the fridge does not stratify them. If you want to stratify them for faster and more even germination, refrigerate them in damp vermiculite/perlite/sand/peat moss or seed starting mix or whatever you have to hand.
If you use the latter two, though, you will not be easily able to separate out the seeds for individual planting if that's your preferred method. What you can do in that case is just sow the seeds in the damp medium, enclose the pot/tray/whatever in plastic to stop it drying out, and then put the whole thing in the fridge. Then all you have to do in a month or so is take the container/s out of the fridge as is for germination at room temp. Obviously that's not practical if you have hundreds of seeds though unless you have a dedicated fridge or no food
Daylily seeds will eventually germinate if you don't properly stratify them first, but it may take weeks or months before all have germinated whereas stratified seeds all germinate together within a couple of weeks or so. The seeds need to be hydrated for stratification to be effective, hence the damp refrigeration.
But don't soak them in water as you'll sometimes see suggested. It's not necessary for daylily seeds and may even slow them down.