I give you Opuntia ficus-indica: The Prickly Pear
Actually, what you're seeing here is the fruit of the pricky pear cactus. You can find them at any grocery store that specializes in Mexican produce. The other commonly-sold portion of the cactus is the pad itself, typically used it savory dishes (i.e. nopales). Not that the fruit is particularly sweet... it mostly tastes like the bastard offspring of an aloe and a beet. In any case, you'll need to buy one to get the seeds, so you might as well eat it. Who knows, perhaps the seeds are your secondary goal, perhaps you LOVE the taste of cactus fruit and you're just sprouting seeds as an afterthought. Weirdo.
Anyway, I will show you what worked for me.
Slice your fruit in half, and scoop out the seedy pith in the middle. The outer flesh is what you eat. Give the seeds a rinse in a strainer/sieve to remove as much of the red, fleshy fruit as possible; this material could become moldy and kill your seedlings. The seeds are small, flat, and brown.
Scatter your seeds over a fine, fast draining mix like peat amended with vermiculite or sand. Dust the seeds lightly to cover, and provide bottom heat. Opuntias take their sweet-ass time with germination... my first seedlings didn't appear for seven weeks! SEVEN! So be patient, and don't toss the batch too soon.