I've always liked Stephen Leacock's short piece
On Collecting Things, because it hilariously rings true for me. I have often flitted between collecting things intensely and them dropping it and moving on to something else, and it does seem to be overwhelmingly a male pursuit (I've only known one woman who was as nerdy about collecting different musical releases from her favourite artists as I was, though I guess lots of grannies do collect stuff like decorative spoons and porcelain dolls)
In my life I've variously dipped into collecting coins, stamps, comics, hockey/baseball cards, football stickers, Criterion blu-rays, Calgary related ephemera and so on. All variously short lived adventures. Also like most people, some of my collections are just things that have amassed rather than me consciously setting out to collect them (books, music, Lego, etc)
However some collections have been more intentional and longer lasting -
As a teenager with newly acquired cash of my own, I used to spend my time trawling through second hand record shops scooping up early singles from my favourite artists. "Oh this German release has a different cover" or "the b-side on this single is 20 seconds longer than it is on that other single release". It was especially fun pre-internet because you sometimes wouldn't know something existed until you stumbled upon it randomly. Unfortunately, I sold a good chunk of my collection on Ebay about 15 years ago when I needed money quickly. I've been thinking of getting back into this lately. Not internet shopping because that ruins the thrill of the hunt, but I guess Recordland is the only game in town these days for second hand music.
I collected vintage pre-80s Penguin books for a number of years and still have them (and read them). I don't consciously collect now but will still pick up some interesting ones if I run across them in book shops or thrift stores. I also collect vintage crime/mystery paperbacks to read, mostly British but some US hardboiled stuff too. I also pick up Penguin/Oxford classics if they're in good condition.
I'm always curious about other people's collections even if it's not something I'm particularly interested in. In searching for previous threads on here, there's one from someone who collects licence plates. Not my thing, but I enjoyed looking at the pictures. So if you also have pictures, do share.