It's entirely up to you. I'm in OH now, and have started seeds in January. Things to keep in mind include how much space you have and what you're going to do about lighting and watering. Space isn't an issue at first, but as they get bigger and you have to move them into larger pots, then things can start getting cramped if you're short on space (assuming you still have to keep them inside at that point.) Also, watering when they're tiny isn't a big deal, but let's say you move them to 1-gallon pots - how are you going to water them then?
These are just a few things to consider, but keep in mind plenty here have dealt with these things successfully. I had 48 plants all over my house at one point, so it can be done even if your space is tight - up to a point. Overall, though, it's good to get a jump-start on your growing season, as that just means the sooner pods can start to develop.