Seeds contain the nutrients that young plants need to start growing till the youngsters can make food for themselves. Edible seeds tend to be nutrient dense with plenty of protein and energy. Slimmers need to take care how much they eat because some seeds contain rather a lot of calories.
How many different types should you buy? That depends partly on what you can afford. It's best not to buy too many foods you aren't used to at one go. You could try buying just two or three new foods, then focus on working out how to use those few new products. Searching for information online will help. Once you've tried a few seeds and decided if you like them you can move on to something else new.
Sunflower seeds are healthy, they have protein and other nutrients.  They're relatively inexpensive. You can eat sunflower seeds raw or cooked. Sunflower seeds can for example be added to salads or baked into home baked bread.
Chia seeds seem to be overrated as a health food. They're much more expensive than many seeds and aren't better for you than the others.  Unless you can afford buy them regularly you may not get enough experience cooking with chia to make the most of them.
Hemp seeds are an excellent source of protein and some vitamins, they won't give you a drug high. They aren't a magical cancer cure either.
Poppy seeds also contain protein and many varied nutrients. They may contain small amounts of opium and are best eaten in small amounts with other food. 
Pulses are edible seeds of plants from the legume family. They are high in many nutrients, especially protein but are usually treated differently form other seeds.
Pumpkin seeds are often roasted. One source even suggests you can roast seeds from pumpkins you buy to eat. Pumpkin seeds are healthy in moderation and are often roasted. Pumplin seeds contain useful amounts of protein with vitamins and minerals.