My wife, who doesn't collect anything, and who still doesn't quite "get it", made me read the following passage from a novel by Susan Orlean called The Orchid Thief, which was later used as a basis for the movie Adaptation. The story revolves around people who grow and collect orchids. I think it accurately describes how collecting works for some of us:

...He looked at Laroche. "You collecting anything now, John?"

"Nah," Laroche said. "I don't want to collect anything for myself right now. I really have to watch myself, especially around plants. Even now, just being here, I still get that collector feeling. You know what I mean. I'll see something and then suddenly I get that feeling. It's like I can't just have something--I have to have it and learn about it and grow it and sell it and master it and have a million of it." He shook his head and scuffed up some gravel. "You know, I'll see something, just anything, and I can't help but thinking to myself, Well, Jesus Christ, now that's interesting! Jesus, I'll bet you could find a lot of those."