As a life long collector (yeah, I'm an old guy), I have learned so much about this hobby with an appreciation for it which did not exist in my youth. What I mean by this is, back then third party grading was new and rare in the market place. So collecting began from scouring various sources for change to pick through and placed in cardboard folders until, hopefully, filled. As you begin collecting I might suggest the same by picking up a Whitman or Dansco. Over the many years of your life to come, there will times when collecting gets pushed aside, forgotten. Yet the day will come when you stumble across that Whitman and renew your youth by beginning again.
The most important advice I have is this. Let no one decide what you collect. In recent years 90% of the hobby has been blinded by third party graders and lately, CAC stickers. Which is not to say anything negative about collecting these, in that you do not need to collect the best of the best to assemble a great collection. Why I say this is simple. Far too many only buy in this fashion and all too often shun those who collect uncertified. Do not allow this to distract you. Third party came about as a means of authentication and should be viewed as such. Especially key and semi-key dates. The key to any great collection is education. When setting your sights on a particular series invest in a good book or two specifically dealing with it. Ask questions. Share what you have within coin community forums/clubs.
Most importantly, enjoy collecting!