I have beautiful flowers in the sage plants, but can't see any seeds. Do I have to wait for the flowers to wither?

The diagram below shows the individual floret and where the seeds are inside. Each flower is like a little trumpet and the seeds are at the very base of the trumpet. You have to wait till those trumpets have dried or browned. Clip the whole stalk and shake it inside a paper bag. The little brown/black seeds will fall out. Sometimes you have to open the trumpet yourself. You'll only usually get one or two seeds in a 'trumpet'.

(Don't be misled by the fact that this image is labeled "Mint Family" and doesn't specifically show a sage. Sages are in the mint family so these images of horehound and self heal can apply to sages as well. )

WOW!
Thank you.
I am a little embarassed, but this being my first season, I hope to be excused...

That's why it's the New Gardener's forum.
You are allowed to be totally ignorant!
We are just incredibly lucky that there are some real experts that not only come through with great new information when it's asked for, but are also willing to patiently answer the same old questions over and over again too!