You don't 'need' anything really , just sow in the ground . All sorts of pro's and con's , but the ground has done the job ok for millions of years without any 'help' from us .
Depends on where you are in the country... If I waited until the ground was warm enough for the seeds, I'd never get anything grown - the season is just too short here. (OK, I'd get stuff like potatoes and neeps, but not much else!)
I agree! there's a reason the Scots only grew neeps and kale. On Shetland they start off their kale in plantycrees or however you spell it - stone corrals to protect the seedlings from wind and sheep, so even of old, folk knew protection was necessary.
Because I want a wide variety of plants, many of which are very tender and need a long growing season, I use a heated propagator. My first one was home built - a sand lined, metre square tray, with a heated cable zigzagged under the sand, and a lid made of clear polycarbonate. I bought a grow light (often bought in bulk by urban grass farmers

) to prevent the plants getting too leggy. The initial set-up cost a bit, but it lasted for many years and I only stopped using it because I decided to move my seed growing into the bedroom

Now I have a 'Jumbo' propagator (about £100 all in) plus the light, and everything is started off in that.
It's very tempting to cram as much in as you can, but you must be sure you have enough lighted space to put your plantlets when they come out of the propagator and are potted on.
My son starts his chillies etc on top of the fish tank then moves them onto sunny windowsills, but he lives in the balmy South.