The main thing is to start. You have so many choices and I take it from your post you live in the USA so I would start with a good Moisin, they are very cheap, great shooters and lots of ammo is available. Then save and get a SKS, again a good shooter and I am sure you would like it. You have to decide if you want to collect by country or just any milsurp.
Start small, buy good quality no matter what you choose, as mentioned clean them religiously as generally milsurp ammo has corrosive primers and it would be a shame to ruin a great gun for lack of maintenance.
Welcome and let us know what when you make your first purchase.