You can start collecting songs by purchasing individual tracks or an album directly from artists or streaming platforms such as Spotify, Itunes, and Apple Music.  I recommend using a site like Soundeo for downloading more professional level and quality DJ and club music. It operates on a subscription basis. Purchase a USB with a good amount of storage, begin downloading all of the tracks, albums, songs that you like, and back up your library!  You can download lots of music for free, but it's always cooler to support the artists you like by paying for their art.