Congratulations on your first foray into the world of lily seeds, Cat!
I prefer to let the seed dry more slowly within the pod (and preferably still on the live stem). But it probably doesn't make much difference with lily seeds; if they were already turning brown inside the pod, then there certainly won't be any repercussions. Sometime if you look inside a just opening pod, you will find brown or tan seeds and white ones. The white ones aren't dry yet, and will turn brown or tan when they do.
It's pretty hard for an untrained eye to see a lily seed's embryo without backlighting. These are Lilium concolor seed, and the darker brown central area you see is the endosperm (the store of food for a growing embryo). Even I can only make out few faint embryos in the pic.
But if you show a light through the back, then you can usually see the embryos. Unfortunately, I don't have a pic of the same seeds, with and without backlight, but these are backlit Lilium formosanum seeds. The circles within the seeds are the same darker brown that you see in the upper pic. The lines within these circles are the embryos.
