People collect everything from postage stamps, coins, dolls, guns, cards, and comic books.
Even young children are saving Beanie babies, Barbie dolls, Hot Wheels and Matchbox cars. Who knows what that baseball card you lost thirty years ago would be worth today. There's even a barber shop in Washington D.C. where the proprietor collects the hair of famous people. Unless you want it to seem like work, you're best bet is to choose something that you'll find interesting.