Not all succulents are suited for indoor growing, even if you have grow lights. Some also like more water than others. Starting out with the wrong kind of succulent for your climate is the quickest way to kill your new plants.
Succulents need their soil to dry out before getting watered again. Using a pot without a drainage hole makes this extremely difficult, especially if the pot is very deep.
While it's true that succulents are generally drought tolerant, this doesn't mean they don't ever need to be watered. Using the proper watering method will help, but don't ignore them completely or they will dry up and die.