There are various methods of propagating vegetable seedlings.
One common method used in our local farms is to sow seeds in module cell trays, and the seedlings are then transplanted to the land when they are about 2 to 3 weeks old (depending on type of crops).
A healthy seedling removed from the module trays will have a good root system, with near white roots.
For lettuce, maturity of the crop usually take 45 to 60 days (depend on crop and climate conditions).
Therefore, we will usually grow the seedling a little longer in the tray when compared to other local leafy greens (e.g. pak choi)
For a beginner gardener, they may want to start off with direct seedling, to mimimise the risk of transplant shock when they move their seedlings.
For a intermediate and advanced gardener/farmer, it is a good practise to grow seedlings and transplant them to your land as it will allow you to have successive planting and maximise your crop yield based on your given spaces.