You can plant them immediately and see what happens, or stratify them right away if you want to avoid possibly erratic germination. Or, if you don't want to start them now, you can just put them in a paper bag or similar and leave them at room temperature until you want to start them, then do either of the above. Or let them dry for a while and then store in the fridge (not in paper because they may get too dry) until you are ready to start or stratify. The only problem with skipping stratification is that some may take a long time to germinate but unless you try it that way first you won't know if damp chilling would be worthwhile. If you want to store before starting and the climate is warm and humid they would probably be better stored in the fridge until you want to start or stratify them.
There are all sorts of complicated methods suggested for starting daylily seeds. The simplest is to just plant them as you would any other seed. If they take longer to germinate than you'd like then stratify next time.
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