When I got back into this in the late 80s, I started collecting Great Northern Ry. stuff, because I like the railway, its history and its operating environment. Also, there wasn't much of it on the market. Then, all of a sudden, there was a lot more GN stuff released on the market. Therefore, I gave up collecting anything in particular. I operate.
As a sideline, I also do have a nice collection of diecast vehicles and tin litho buildings, both on and off the layout, because I like that stuff, but I don't collect anything in particular.