The best rule is always to collect what you like.
It's natural to want to grab - as you mention - everything you see in the wild, and certainly there's little harm in it. At some point you may run out of space, but since you're probably buying on the cheap in the wild, you won't have any great dilemma, I'd wager. If you were collecting investing in silver age keys, then I'd advise that you be selective, and buy the highest affordable grades. With something like paperbacks, immersion is one of the best ways to learn within a new hobby. Sure, you can find a tremendous amount of information online and in the old guides (Hancer, Warren, etc.), but handling and leafing through as many copies as you can will bring you up to speed nicely.
Happy hunting!!