You can harvest the seeds as soon as they are ripe. They'll usually be brown or black then, and the seed pod will be dry and brown, or maybe white and papery. When they're ready, nature will want to disperse them so the pod will usually open by itself. If you want to save them, you can cut the pod off just before it opens, but not before the seeds are mature and almost ready. If the seeds inside aren't mature they won't be viable.
You can sow them straight away - nature was going to. There isn't any point in drying them some more, as they have to absorb moisture to germinate. If you just leave them on the plant, they might fall and germinate by themselves and you can dig up the seedlings and put them where you want them.
Green and succulent would generally mean the seeds weren't ready. If there are lots of seed pods, you could break one open and see what the seeds look like. If they're white or green, they're not ripe yet.