A collection is a set of images defined by a specific combination of selection criteria. The most basic kind of collection is a film roll, which contains all of the images that have been imported from a specific folder on disk.
You can easily construct other kinds of collections based on various image attributes (Exif data, filename, tags etc.). Multiple criteria can be logically combined to narrow or extend your collection (see collect images).
darktable keeps a list of the most recently used collections for quick access (see recent collections).