Welcome aboard!
I'd add to the responses already given the following:
There are no rules--this is supposed to be fun above all else. Focus on what you like versus what others say you should like. If there is a team or player who meant something to you as a kid, an historical era that really appeals to you, or a card issue that intrigues you, base your collection around that subject. If you don't care about high grade vs. low grade, don't waste your money on high grade cards when lower grade ones will give you the same satisfaction at a fraction of the price. If you value completion of a set over collecting of individual players, choose a set that appeals to you and try to assemble it. If "common" cards simply don't interest you, don't waste time on a set with lots of commons in it. If there is an era or type of card (like E or strips) that don't appeal to you, don't bother with them.
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