I've always felt it's part of our hunter-gatherer nature.
Once we developed an "eye" for beauty and novelty, it would be a natural extension to go from food-gathering to rock collecting. "Grub. Grub. Root. Berry!!! Yum! Grub. Oooh, look at the pretty pebble!"

Given that some of the oldest known artifacts (and for sure, COLLECTED artifacts, i.e. shells with holes) were beads--serving no purpose except adornment, or social standing?--the desire to own/wear unique/beautiful things is as old as the human race.

In connection with our general human nature/hard wiring for collecting, I think it also fulfills our need to be seen as an individual. A few years ago, Smithsonian Magazine had an article on the history of shoes. What caught my interest was a prehistoric woven straw sandal, beautifully designed. What was even more remarkable was the maker had crafted different shoes for different people! The conclusion was that the desire for uniqueness was highly prized even in ancient times.

Reminds me of when I did a lot of mail art, I spoke to a stamp shop owner who said that in her 50 years of selling stamps to collectors, she never once met two stamp collectors who collected exactly the same thing...!