I started with pins as a simple memento of trips... the 50th Anniversary of Disneyland, the Mysterious Island pins of Tokyo Disneysea, 15th Anniversary of Disneyland Paris... but on our last trip to Disneyland in 2012, I was struck by how many people were wearing lanyards. It seemed to me that beyond being simple mementos, pins were a form of public identification with other Disney fans and the Disney brand (or "magic" or whatever you want to call it). People were identifying on the one hand with being a Disney fan and being part of that shared experience, but on the other hand they were demonstrating their individual interests and identity within that community. So you know, one person is into Tinker Bell and another person has all pins from old black-and-white cartoons on their lanyard, but they all commiserate on being Disney fans. It was really cool to see and I wanted to get in on that too!
Besides that, I have a collector's mind as well. Heck, I WORK in a museum! Besides pins, I also collect fossils, tiki mugs and dinosaur toys. I have a collection of memorabilia from a particular 1925 silent film, though I don't actively collect it anymore. I have a small collection of Disney vinyl records as well. I'm not sure if DVDs count as a collection either, but I've got pretty well every Universal Studios Monsters movie available on DVD, every Vincent Price/Roger Corman horror movie, just about every Disney film made while Walt Disney was still alive, nearly every Studio Ghibli film, and so on.