What to collect? What are your passions outside of chips? I see you said trains: that's a good start! Myself, I got into this when I saw chips with flags on them, and those are the core of my collection. Of course, there are also souvenir chips from casinos I have actually visited. Some folk collect chips of particular denominations only: $1, $2.50 (these are called snappers! so cool!), $5... Others collect by theme(s): flags, horses, celebrities...

Don't forget to protect your chips! Airtites are plastic capsules for protecting and displaying individual chips. Flips are the cardboard coin protectors with cellophane windows, also for individual chips. Then there are albums with plastic pocket pages, usually 12 to a page. I prefer Dansco album #7007, similar to a coin collecting book, but you can see both sides. All of these are also easily found on eBay.