I agree it is probably too early. I have found that the best time is once they start to turn a bit brown. Ideally about a week before they open on their own, but that can be hard to judge. If you can check on them fairly frequently you will find that those on the sunnier side of the tree will start to open before those that get a bit more shade so you can use that for timing. However, even after they start to open their are often quite a few seed still in the cones. If you have access to several trees, pick cones from those with desirable traits - short, straight needles and I prefer slightly bluish to deep green, but that is my preference.