Please keep in mind that many rose bushes are grafted rose bushes. This means that the bottom part is a hardier rootstock that will withstand cold and heat better than the top and more desired part of the rose bush. Starting a rose bush from cuttings places the new rose bush on its own roots, so it may not be as hardy in cold climates or in extreme heat conditions climates. Being on its own root system can cause the new rose bush to be far less hardy than its mother rose bush.
There will be disappointments along the way, when many rose seeds fail to germinate, or perhaps they do germinate, only to die several weeks later from damp-off disease. Sometimes a rose seedling will turn out to be as ugly as sin, or very sickly, and you will reluctantly have to throw it away. Other times they will be just ho-hum, or look too much like its parent, and therefore have no value. But, just when you don't expect it, you might discover that one of your rose seedlings turns out to be very special.