Many things! Some things I've stopped collecting, but I still keep the ones I have, like Pokémon cards.
Other than that, I do collect games (prefer physical copies if available), but only ones I actually play.
Also Fantasy books, I love to read and especially fantasy. I'm currently in need of another bookshelf, since Iv'e got too many fantasy novels. They just don't fit, and I have them lying around where I can fit them XD
Then there is the weird one... I've kept ALL my old papers, assignments and homework from school since I was about 14, but that's not really the thing I collect... What I do is that whenever I feel like it I take one piece of those papers and crumple it up into a ball. Then I soak it in water in the basin so that it is completely wet. I then squeeze it together in my hands until it is as compact as it can get, while also getting most of the water out. To get even more water out I then also put it in a towel and squeeze in in there. After that I make sure that it is ball-shaped and then I put it to dry. Once dried it becomes a very light, and pretty hard, little ball that I collect and put together with the other ones. They all look different, depending on what originally was on that piece of paper.
There you go, my weirdness!