Canna from seed is actually very easy to start .. but, you HAVE to break the seed coat. There are a number of ways to do it. The safest way is to firmly grab the seed with a pair of pliers then take a hack saw and start sawing the seed coat until you see white .. try and 'score' the seed about half way around. Another way is to again hold the seed with pliers and use a dremel with a cutting disk to score the seed. Whatever you use to score the seed, do NOT hold the seed with your fingers!
Once you have done this just plant the seed about a half inch deep .. no soaking necessary.
Be advised that the flower of your new plant in all likelihood won't look a thing like the parent plant.
Here is what a newly germinated seedling looks like: