Not growing true from seed means that if you're harvesting seed from your own lavender plants it could have been cross-pollinated by pollen from another variety of lavender so the resulting seedlings will not necessarily be identical to the parent plant but will be a cross. That's not necessarily a bad thing - you may develop a good new variety 
However none of that is a concern if you are using seed from a commercial producer.
Lavender needs a gritty well-drained soil - it hates to have wet roots. When planting out add plenty of grit to the soil and make a raised ridge to plant your little lavender plants into, so that excess water drains away easily.
As they grow give them a really good trimming back after flowering - it looks a bit savage but they soon bounce back and are all the better for it. The commercial lavender growers of Norfolk cut them back to about an inch of new green growth every September and they have lovely bushy and longlived plants covered in blooms.