We present results of an infrared-to-X-ray study of 76 bright soft X-ray selected Seyfert galaxies discovered in the ROSAT All-Sky Survey . These objects are characterized by steep X-ray spectra in the 0.2-2.0 keV bandpass with power law energy spectral indices in the range of 1.3 to 8 and a lack of internal absorption by neutral hydrogen . Our sample selection based on hardness ratio yields a mean slope of { \alpha _ { X } } = 2.1 \pm 0.1 ( F _ { \nu } \propto \nu ^ { - \alpha } ) , steeper than in any other known AGN population . At optical wavelengths , the soft AGN have significantly bluer spectra than a comparison sample of AGN with a canonical , harder X-ray spectrum , whereas the slope between 5500 Å and 1 keV is the same . This is consistent with a more pronounced Big Blue Bump emission component in the soft X-ray selected AGN . The blueness of the optical spectra increases with the softness of the X-ray spectra and with the luminosity , saturating at an approximate F _ { \nu } \propto \nu ^ { +0.3 } spectrum . Such properties are expected if most of the Big Blue Bump emission originates in a ( comptonized ) accretion disk and \dot { M } / M is higher than in AGN with a hard X-ray spectrum .