We have some large pine trees on our property and they have large cones. I noticed the squirrels were up in the trees and bombarding the ground with cones. I grabbed one of the cones and decided to extract the nuts from it. It was a long and sticky process tearing a cone apart. From one cone, I got a good number of nuts but they have a casing like a sunflower seed that needs to be removed to get to the nuts. After an hour or so of sitting at a picnic table tearing the cone and husks away from the seeds, I managed to get a lot of little nuts the size of sesame seeds. My hands smelled pine fresh though but they were really coated in pine resin.
While it was a worthwhile experiment, you have to find the right kind of pine trees and it is worth paying the money for the nuts because it is so time consuming. As much as I would like to collect my own to go with my basil in my pesto sauce, it isn't really worth it.