I think the first thing you will have to decide is how are you going to go about building your collection: => are you
1) going to collect them from change/circulation
2)do roll hunting
3)purchase from auctions , coin shops etc
4)a combination of any of the above
Once you have decided the most cost effective way of bui;lding your collection is, then comes the decision of are you going after modern coins, ancient coins or both?
A very good start and challenge would be to try and collect commemorative coins in circualtion.
This may not float your boat but another area of coin collection that is growing in popularity especially in Europe is collecting fakes or forgeries of coins. I dont know if any criminals in the US make fake coins but its one of the dark side yet fascinating area of coin history.....
Once you get going with your collection you will eventually start reading more about coins and with increased knowledge will come the desire to own some of the coins you see or read about hence you will eventually expand your horizons ! Best of luck
