Henna seeds are small, brown, and triangular. I was amazed when I first got mine-- never having seen a henna seed before, I was surprised by their size. I have tried this technique several times at about a 95% success rate. With this in mind, don’t try to germinate too many at once as you may end up with too many seedlings!
I recommend that you store your seeds in an airtight and light-proof container. I keep mine in a empty Marmite jar-- black glass with a threaded plastic lid. First things you're going to need are a clear plastic bag (one that you can seal firmly), and some paper towels. What we are going to do here is force germination by tricking the seeds into winter mode and then into spring time (and germination) mode.
Place the paper towels on a flat surface. You’re going to need to use several sheets to make it nice and thick and also strong. Sprinkle some cold water onto the sheets to make it wet-- you don’t want to soak it, though, as it will fall apart when you try to pick it up.