Jim–I agree with everything Tailgunner said and will add a couple more things.
If you have not already done so, join the IAA. It will be the BEST investment you will ever make for your collecting life.
Being a beginner you will most likely be interested in EVERYTHING. But with all cartridges, but especially shotshells, they are endless. There are well over 100,000 varieties. Most shotshell collectors I have known soon decide to specialize in certain areas only. Do you want to collect woldwide, British Only, Americian Only, Paper Only, Plastic Only? How about gauges, 10 gauge only, 12 gauge only (These are the 2 most widely collected) or all gauges (4 gauge to .360 gauge)? Do you collect one of each shot size for each type or only any shotsize (whatever you find first). How about Top Wads. MANY, MANY small hardware stores or Gunsmiths loaded or had made for them custom made shotshells with their name on the Top Wad or printed on the side of the shell. Or are you only interested in different headstamps?
I would suggest you put together a basic collection of at least one of each of the major gauges (4, 8, 10, 12, 14, 16, 20, 24, 28, 32, .410 and .360). There are other gauges such as 11A, 11B, 13A, 18, etc. but now your getting into the Rare & Exotic, with prices to match (Over a $100 in some cases). There are also a series of what are called 3 gauge, 2 gauge, 1 gauge, 0 gauge, 00 gauge. Most of these (ALL are EXPENSIVE) are not really shotshells, although they are made like shotshells) but are actually Yacht Cannon shells for saluting, starting yacht races, etc. Some of the large bore shells were Punt Gun shells and were fired in 10-15 foot long guns mounted on row or punt boats for market hunting. These fired up to 2 lbs of shot and could kill 100 or more ducks at a time.
If you have not already found it, go to the IAA Homepage.
There are 3 different articles on Shotshell collecting:
An Introduction to Collecting Shotshells
by Ronald W. Stadt
Collecting Shotshell Boxes-American Examples
COLLECTING .410 SHOTSHELLS AND BOXES
by Ronald W. Stadt
As for references, if you are interested in mostly U.S. made shells, get a copy of the following:
Here are a few good references on shotshells:
Iverson, Richard J… 1988. The Shotshell in the United States. Circus Promotions. Jefferson, Maine. 233p.
Iverson, Richard J. and Strauss, Robert. 1991. Encyclopedia and Price Guide of American Paper Shotshells. 2 Vols. Circus Promotions. Huston, Texas. 438p. ISBN: 1879170035
For British shotshells look for the following:
Iverson, Richard J… . Eley Shotshells: 1828. Circus Promotions. Jefferson, Maine.
Rutterford, Ken J… 2006. Cartridges of the British Isles. (Shotgun). Arima Publishing. Suffolk, U.K… 360p. ISBN: 1845491114
Rutterford, Ken J… 1988. Collecting Shotgun Cartridges. David and Charles. London, U.K… 139p. ISBN: 0-09-166330X
One last parting shot (pun intended)–Most cartridge collectors consider shotshell collectors as a breed of their own and slightly crazy. But, to the general public ALL cartridge collectors are nuts.
Good luck on building your collection. Don’t hesitate to ask on this Forum ANY questions you may have, no matter how dumb or insignificant you think they are. We were all beginners at one time and I promise, no one will make fun of you and you will always get helpful (hopefully) answers.