Straw is a by-product of harvesting Wheat. Once you learn foraging and get your exploration skill up a bit, you will start finding Wild Windblown Seeds. If you place them on a drying rack (the one for skins, made from sticks), they will mature and you will find them become one of 10 different plants. If you are very lucky you will find at least one wheat seed -- I have seen one in probably 200 WWWs.
Alternatively, if you find a settlement with mature wheat crops talk to the farmer about getting one or two wheat seeds. If the fields look abandoned and are outside of a claim, you can probably harvest a couple of tiles worth (don't forget to replant the tiles).