Getting a plant from a nursery and grow it as a bonsai it's always a good approach. My approach recently has been to grow my bonsai from scratch, by germinating seeds. It takes much longer taking this route to have bonsai, but it is the most rewarding since you have full control of the shape and size as well as observing it become a bonsai.
I'll be showing you how to germinate small seeds, such as lemon or apple seeds, that do not need to be stratified in order to sprout.
Step 1 - The method I practice is putting the seeds in water for a day or two to soften the shell. It also serves to see which seeds are floaters.
Step 2 - Once they are soft just peel them. Be sure to remove the outer shell as well as the skin that's tightly stuck to the seed. Careful of not breaking the seed. They should look white/greenish.
Step 3 - Place seeds in a wet paper towel and put it inside a plastic bag. Place the bag somewhere away from direct sunlight.

Step 3
Step 4 - Once they germinated and sprouted you can pot them and begin the process of making a bonsai.
Step 4
I've had germination results ranging from a couple of days up to 2 weeks. Just be careful when taking this approach and be patient, you cannot rush nature except with shortcuts like this one.
Later, I will make a post about avocado seed germination; it is different from this approach but equally as easy and simple.
I hope you liked this post and resteemed it to spread the word about Bonsai.