If you just want to see if the seeds will sprout, I suppose you could do it. If you are wanting to have berries to eat down the road, I wouldn't waste my time starting from berries. Native blueberries are quite small, and some are virtually tasteless (there are dozens of native bushes in our woods). The berries in the store are carefully bred cultivars (that means cultivated varieties) and won't come true from seed. There are surely some cultivars that will do well in your area, not all kinds do well everywhere (check with local nurseries - they will know what should grow well for you). It's possible that you could put a lot of time and effort into this, and end up with nothing to show for it. On the other hand, every cultivar started out as a seedling for somebody, there's a chance you could get lucky!
Just as a point of interest, quite a number of popular cultivars were developed at a research station a couple of miles from my home - this is blueberry country!