Welcome Alex to collecting ammunition & to the IAA forum.
Make two lists. One of the cartridges you have and another of what you know you are looking for. This will help prevent you from buying duplicates. Your want list can also be circulated to sellers if the don’t have or “do” lists you can buy from. And if you run across something new you can add it to either list.
Not to scare you off but if you specialize in one field (say rim fire, or military, or sporting or auto pistol or revolvers, or wildcats, or ?) you can easily find things you did not have on your lists, and different loading’s of things on your lists (shot, tracer, proof, blank & so on) so be prepared to set a limit or not set a limit. (storage / display space figures here too)
You will also find monetary limits in every field as some case types or perhaps variations are quite rare (perhaps only 5 are known?) or just ‘sexy’ so everyone wants one but only a limited number exist to drive up the price.
Also buy books, these will tell you some of what it out there and alert you to what you are looking at when you do come across it by adding it to your want list. Or not adding it and then knowing what it is but that it didn’t meet your collection criteria.
Cartridge shows are a great place to find all kinds of ammunition. The SLICS is the largest but shows are held around the country (USA) various times of the year.
Good collecting & again, welcome