Our Homestead

It seriously depends on the type of seed. Some should not be covered and other seeds should be covered.
Seeds in general are easier to control when you plant them indoors. In my experience when you plant them directly outdoors they often can't win against sprouting weeds.
Again depending on the seed, squirrels can do lots of damage too. I've had them rip out young plants like sunflowers and corn just to get to the seed.
Moral of the story is that it's better to start seeds indoors, if you have adequate space and most of all adequate light.

I mostly bury my seeds, whether they need light to germinate or not. They nearly always germinate.
Some flower seeds and some other seeds really do need light but there aren't many.
Especially when I plant directly outdoors I will cover my seeds because otherwise the birds will get away with them.

When I plant seeds that need light to germinate, I water them from the bottom instead of from the top.
I will put the seeds on top of the soil and lightly cover them with thin, sifted soil.
Then I put the planting pots or trays in water so that they can soak it up. 
That way, the seeds don't get disturbed.

I've also noticed that even though a package will say the seeds need light to germinate, they will germinate without light too.

It is not necessary to cover seedlings, but it does help to retain moisture levels, which are required for the germination process to be complete. If seeds dry out at critical times, they may not sprout. If the medium is not covered, it is best to check the sources frequently and mist them with water to keep them moist.

Some seeds also require light to germinate, so the cover should be 100% transparent. Many seed-starting trays include clear covers but are frequently lost or damaged over time. Plastic wrap can be used as an alternative to cover seed cells. Remove any covering once the seeds have sprouted to avoid fungal disease and to rot.