I've been growing coriander, basil and thai basil this year...
Coriander - best thing to do is to lightly crush the seeds before sowing. The thing we think is a seed is actually the fruit, the seeds are inside it so you'll get better germination if you crush the pod slightly.
Sow a few seeds in a small pot with moist compost (multi purpose is fine). Cover with cling film to retain the moisture and leave somewhere warm.
Once the seeds have germinated, move them to a light position...direct sun is ok while they're growing as long as they don't get too hot. Once they're a reasonable size and have some proper leaves, it's best to plant them out.
When you plant them out, put them in well draining soil, grit, compost mix. Ideally in a shaded but warm spot... the morning or afternoon sun directly is great as it's not too hot then. When planting out, don't mess with the roots too much, they don't appreciate being messed with.
Cut regularly to encourage new growth. They tend to bolt (go to seed) quickly if they get too hot or too dry.
Calypso is a cut and come again leafing variety so well suited to what we're after!