I only have a digital collection, and I've paid for very little of it, so I don't ever feel beholden to actually experience any of the media I download. If I download something thinking I'll enjoy it but never actually get around to it, it eventually just gets deleted to make space for something that I will enjoy.

I think feeling obligated to consume everything you have is more of an issue than collecting in the first place, it may have more something to do with impulse buying or the like if it's become a problem.

Typically, I won't download something if I am not going to immediately start experiencing it. If I want to watch a anime, for example, I download a series the moment I want to start watching it. I don't download it just to add to a backlog of stuff.

There's been countless times where I never finished a series or never listened to an album either. If I've stopped watching a series halfway through and it's been months since I've had any desire to watch an episode of it, that's a pretty good indicator that I wasn't enjoying it enough for be worth the time to finish. I feel no guilt about dropping it.