Welcome to the nut house.
First I suggest you add a room to your house,
these little suckers multiply faster than a house full of rabbits.
Join Our Club the Casino Chip and Gaming Token Collectors Club [CC>CC] see link below.

Read the club magazine, Join your local chapter, and ask plenty of questions.
Many of the people on this board are walking encyclopedias on chip collecting.

As far as what to collect, Initially you may go through the "I want everything phase" ultimately you will find an area that you enjoy most.
We have people that collect in many areas $1 chips only,Fractionals, Limited editions, Roulettes, Chips from a particular Geographic area or a specific Casino just to name a few.

Wish you luck and welcome aboard