What were the first things you ever collected?
For me, as a child I would collect Sticker albums. For those who don't know what it is, they are books with designated sections for stickers, usually based on a specific theme. You would buy sticker packs with random stickers, and would try to complete the album. Trading with friends is involved
Some albums I remember collecting were a Mazinger Album, He-Man Masters of the Universe Album, and soccer/world cup albums.
Sticker albums are great as a first item to collect, as each album has a finite amount of stickers to complete (as opposed to for example stamps or coins which can be overwhelming to collect...)